Shakespeare plays

From such a young age, we hear about how Shakespeare is one of the most renown authors of all time. I was so excited to read him when I got older. I had so many plays to look forward to: Macbeth, Merchant of Venice, Hamlet, and Romeo and Juliet. Some of the most romantic lines have come from Shakespeare. "But soft! What light through yonder window breaks? It is the East, and Juliet is the sun! Arise fair sun and kill the envious moon. It is the east, and Juliet is the sun". Sounds romantic, doesn't it?

Except for the fact that the loving couple end up committing suicide two seconds apart from each other! Not so romantic after all. It seems that everyone in Shakespeare's novels end up dying in the end. Everything seems so happy throughout the novel, until the tragic end. 

Why did Shakespeare write so many tragedies? Why couldn't Romeo and Juliet get married? Why did Macbeth have to die? Why are there no happy endings? 

This sparks another question though: why would he write books that had romantic, happy endings? 

I am a romantic, so I love to read books with happy endings and the same goes for movies. I don't like to see sad things when I go to the movies, I like to enjoy myself. However, movies like Saving Private Ryan, Premonition, and Tristan and Isolde still make money. People still go to see these types of movies. I can't understand it. But Shakespeare didn't get to the level he did without a vast audience.