For a show that's essentially about escapism and wonder, it shouldn't go unnoticed that Doctor Who is capable of laying down some pretty heavy lessons. In amongst the stuff about appreciating the wonder of the universe, rejecting cynicism, and embracing joy there is the occasional acknowledgement that sometimes things just suck and there's nothing we can do about it. For a long time (in the classic iteration of the show) it was fashionable amongst the fanbase to not be overly bothered by this sort of thing. The real tragedies were mostly reserved for the guest cast, and even when the harsh light of truth fell on one of the main characters we just sort of rolled with it and moved on. Sarah Jane's leaving arguably broke the hearts of a generation, but it wasn't until she came back in the new series that we had all the discussion of how she might have been emotionally affected by it. In direct opposition to the still ongoing Rose v. Everyone That Isn't Rose debate currently raging in some dark corner of the internet, there is not (to my knowledge) a hardcore argument going on about who the Doctor really loved more, Nyssa or Tegan. (Although this is the internet we're talking about, so who really knows. The correct answer is Nyssa, BTW.) Of course, the show (and The Doctor) both already addressed this issue via a very nice speech about how the bad things don't make the good things unimportant, so now we can be open about it: sometimes Doctor Who says things that are depressing, but true.