Whether you believe in the Bible of not, do you have a particular scripture that you feel is sad? To me it is located at 1 Samuel 8:7
7 Then Jehovah said to Samuel: “Listen to the voice of the people as respects all that they say to you; for it is not you whom they have rejected, but it is I whom they have rejected from being king over them
To me this is sad, the rejection of God and it wasn't anything that He did or His fault.
abr