Personally, I hate happy endings, more often then not there boring even when they manage to make it original. A tragic ending on the other hand is often at least somewhat unique as well as providing a more final ending or if done right a better open-ended ending. But most of all the reason I prefer sad/tragic is because it will always provide a more emotional ending that can trump even the best happy endings making a series far more memorable.
But I do agree that tragedy should have its own genre, as I do like to know what I'm getting in to at the start as well as making it easier to find one when I'm in the mood for a tragedy.
Well I'd call it Sci-Fi/Psychological/Drama/Horror(?) but I like yours better sums it up nicely.