I always wondered why our famous nursery rhymes end in tragedy?

I always wondered why our famous nursery rhymes end in tragedy? 

I was reading this website http://www.rhymes.org.uk 

The history and origins of most nursery rhymes reflect events in history and where available we have included both the meanings, history and origins of everyone's favourite nursery rhymes. Two examples of these types of nursery rhymes history and origins are 'Ring a Ring o Rosies' which refers to the Bubonic plague and 'Remember Remember' nursery rhymes which allude to Guy Fawkes' foiled attempt to blow up the English Houses of Parliament! Many of the words and nursery rhymes lyrics were used to parody the royal and political events of the day, direct dissent would often be punishable by death! Strange how these events in history are still portrayed through children's nursery rhymes, when for most of us the historical events relationship to the nursery rhymes themselves are long forgotten! 

Here are examples:

Hush bye Baby

Hush a bye baby, on the tree top,
When the wind blows the cradle will rock;
When the bow breaks, the cradle will fall,
And down will come baby, cradle and all.   

London bridge is falling down

London Bridge is falling down,
Falling down, falling down,
London Bridge is falling down,
My fair Lady.

Georgie Porgie 

Georgie Porgie pudding and pie,
Kissed the girls and made them cry
When the boys came out to play,

Georgie Porgie ran away. 

Humpty Dumpty

Humpty Dumpty sat on a wall,
Humpty Dumpty had a great fall.
All the King's horses, And all the King's men
Couldn't put Humpty together again

Goosey Goosey Gander

Goosey Goosey Gander where shall I wander,
Upstairs, downstairs and in my lady's chamber
There I met an old man who wouldn't say his prayers,
I took him by the left leg and threw him down the stairs.

Jack and Jill

Jack and Jill went up the hill to fetch a pail of water
Jack fell down and broke his crown
And Jill came tumbling after.
Up got Jack, and home did trot
As fast as he could caper
He went to bed and bound his head
With vinegar and brown paper.  

Little Bo Peep

Little Bo peep has lost her sheep
And doesn't know where to find them.
Leave them alone and they'll come home,
Bringing their tails behind them.
Little Bo peep fell fast asleep
And dreamt she heard them bleating,
But when she awoke, she found it a joke,
For they were all still fleeting.
Then up she took her little crook
Determined for to find them.
She found them indeed, but it made her heart bleed,
For they left their tails behind them.
It happened one day, as Bo peep did stray
Into a meadow hard by,
There she espied their tails side by side
All hung on a tree to dry.
She heaved a sigh, and wiped her eye,
And over the hillocks went rambling,
And tried what she could,
As a shepherdess should,