Sometimes those things are unpleasant. Sometimes those unpleasant things are not necessary to enjoy the production. Again, what's not to understand?
Additionally, you are quite wrong. I distinctly recall the first time I was ever literally moved to tears by music, and it was precisely when the choir sang their first note in A Survivor from Warsaw, op 46 by Arnold Schoenberg: https://www.youtube.com/watch?v=-TbFVYbDuVg
Since then, I have been touched by sadness, beauty, anger, awe, and many other emotions as a result of experiencing art.