Everything else, everything, is now called a tragedy.
Murderous attacks against Christians by Mahometans? A tragedy.
An illegal invader gets eaten by a giant catfish trying to sneak into America? A tragedy.
Some broad whose belly gets blowed-up after a botched band surgery for obesity? A tragedy.
The connection may be via satyric drama, from which tragedy later developed, in which actors or singers were dressed in goatskins to represent satyrs. But many other theories have been made (including "singer who competes for a goat as a prize"), and even the "goat" connection is at times questioned. Meaning "any unhappy event, disaster" is from c. 1500