Human beings tend to assume that "happiness" is relative while horror or sadness is "real."
C.S. Lewis illustrates this weird human assumption in Screwtape Letters. He compares the birth of a child to war. He points out that when one is talking about the happiness surrounding birth, literal-minded we-like-relativity-because-we-can-use-it-to-make-everybody-else's-lives-miserable types will say, "But that's just subjective" or "That's just emotional" or "That's just what our patriarchal, pro-child society has taught you to think."
But if one mentions the trauma and horror of war, the miserable ones will instantly agree that yes, absolutely, "That is what war is REALLY like."
Balderdash! say I (and C.S. Lewis). Emotion is emotion, good or bad or otherwise. Granted the sappy sweetness of Hallmark cards can grate after awhile. But the angst-ridden chest-beating of the miserables isn't much better and harder to ignore. Investing unhappy endings with a patina of reality is as much a construct as making everybody watch the end of Ghost (good movie, by the way).
To move this from relativity into the territory of 18th/19th century classicism, I'm enough of a Jane Austen fan to believe in appropriate responses to appropriate events. And I believe those appropriate responses are, to a degree, taught. The body reacts. But the how of that reaction depends on our nature, our nurture, and our choices within the confines of a civilized society.
If emotions are just emotions, and the "how" of emotions is taught, then writing books where people get married and are happy is no more or less "real" than writing books where people get divorced and hate each other and fight over the kids. In fact, I've read plenty of the latter that struck me as ridiculous beyond belief.
If one is as much a writing choice as the other, why vote for the HEA?
Romances with HEAs are constructive; they focus on how the characters solve the story's particular problem. To a degree, that's the fascination of all fiction for me. I've always wanted to know what will happen next: after the prince kills the dragon, after Beast turns into the prince, after Cinderella fits the shoe onto her foot, after Rahab helps the spies. Getting there can be fun but how everything will work out later is part of the fun too. It isn't that death, divorce, and breakups aren't likely; it's that they are so dull.
Romances ask, "How will the main characters solve the problem which is keeping them apart? How will they overcome their pride or prejudice or whatever?" And that's interesting.