As alway, Anna, this is a great post. I'll admit to being a reader who usually prefers to stay within the confines of the HEA in a romance. I once picked up a romance that had a contemporary spin on the Beauty/Beast tale. I flipped to the end (~~sigh~~, yes I do that) and found out the heroine dies. I quickly put the book back. No matter how well written it might have been, or how much I like the premise of the tale, that ending blew it for me, and I passed on buying it. I don't mind more ambiguous or tragic endings in other genres, but always prefer the HEA in the romance I read. As you say, it's a more constrained genre.