P1 sad backstory is P1 itself

Who says that Yu´s background isn´t tragic? The fact of being raised in the same way as Nanako (left alone in the house) but during 16 years, with no friends or a true family because his parents are workholics and drag him from city to city is really sad. His own parents have made him empty and depressed.

I know it's just a meme, but that kinda makes sense to me.
I don't know if this is a thing but i always had a theory that every persona since P3 had an emotion attached to it's theme.
Blue for Sadness in P3, Red for Anger in P5 and Yellow for Happiness in P4.

Hold on, when did Tatsuya kill his best friend? I don't remember that in P2

Yu has the best life hacks.

Persona 4 is also one of Atlas' less dark titles

1's protag watched his twin brother die and pierced his ear to show people that he was not his brother

Yuu does seem to be the odd man out in that he doesn't have a tragic backstory, but that doesn't mean he's immune from tragedy, that can very easily be remedied if you screw up. Hell, I'd argue the "bad ending" for P4 is arguably the worst of the bunch in terms of how it makes you feel because of what happens along with the fact that if you've been paying attention there is no excuse why it should happen.

the sad part is that the characters of persona have tragic backgrounds except for persona 4's who's parents were over seas working so he was sent to live with his uncle on his mothers side for a year not that tragic

Maya should be in here too