People have their preferences for everything in their life. There are preferences on how you like your food, you laundry folded and how to drive you car. Theatre is no exception and peoples preferences are as varied as there are people.
There are some people that only like "happy theatre. They want to go to be entertained, but they don't want to see anything too sad. Musicals and comedic plays usually fit this bill.
Some people only like theatre that is dark and edgy. They want to see something that defines the "art" of theatre. Something that pushes the envelope, gives them something to think about and possibly makes people squirm in their seats.
Personally, I like all theatre. There are things that if I could, I would choose to partake in very occasionally, like any kind of existentialism. Or anything with an actor chat back immediately following. My comfort zones are musicals...mainly because there is so much going on. I can focus on the performances bu I can look at the lighting, the dancing, the costumes and the orchestra. Do you not watch an orchestra? You should, sometimes they are one of the BEST things in a show.
I made myself a promise two years ago that any theatre ticket I could get I had to attend, barring a really good reason to not go. This way I am trying to stretch outside my own comfort zones. Because of this I have seen some theatre that I loved and never would have attended- Riverdance comes to mind in this. It was really amazing and held my attention the entire time. There are some things I've seen where I had to ask myself "What the hell am I watching?" - Peer Gynt comes to mind. Sometimes, the shows that I think I will love, I have hated. Yet everything I have seen has been something that was absolutely worth seeing.
We all go to the theatre to be entertained, but we all have different ideas on what that means. So tell me: do you only like to go to something that may have a happy ending? Do you like going to shows that might end on a down note? What are your preferences?