By rule of thumb, comics usually are quite transparent with which characters are going to get a dark backstory. Brooding, all-black wearing anti-hero? Probably going to have a rough time. The cheerful comic relief character? A wholesome, spotless upbringing.
But this isn't always the case. Often, some of the darkest backstories come from characters you wouldn't expect to have them, either for shock value, or as a handy reminder that not everyone with a sad origin story has to don a black leather trenchcoat.
And although it might seem jarring to have Frog Thor or Goldballs have heartbreaking moments in their storylines, it's also absolutely crucial, as it removes the predictability of comics that can make them seem so formulaic. Allowing characters to not be permanently soured by their history allows them to feel more like real people, who are nine times out of ten capable of overcoming bad experiences without it giving them a goth phase.
Although you wouldn't expect that maggots, children, and small kind aliens would all have backstories that could make Batman shudder, it's also darkly delightful to know that Gotham's protector doesn't have a complete monopoly on tragic origin stories.