By this logic, no supervillain qualifies. The title of the OP is "most tragic supervillains" but if you are going to use serial-continuity rules to exclude Doom you have to exclude every single character in this thread, and nullify the entire post and thread itself.
Better luck next time with your Doom-hatred.
Obviously people didn't get the hint from the OP and title "most tragic supervillains". The nature of this thread and post is an enquiry and it was assumed that people would account for differences between mediums, between serial fiction and fiction that has conclusion.
And even then...if we go to classical tragedy, Oedipus Rex ends with the exile and blinding of Oedipus. He doesn't die or meet his final end at the end of the play. That happens in the sequel Oedipus at Colonnus where's he an old man at the end of his life and most sympathetic and so on. So even classical tragedy had serialization. You look at Euripides, his tragedy Heracles ends with the hero driven mad by Hera killing his wife Megara and their children (yeah Disney told you lies about Herc and Meg) but Heracles still lives and he sets out on his 12 Labours at the end of that play. Euripides' tragedies since they often plucked episodes from myths are highly serialized.
The comics said Doom is from Roma.
They originated in India centuries ago, obviously in the course of migration they have married and intermarried other people on the lower-classes of European society, while changes in climate, nutrition, and other factors also affected their ethnic pattern.
The greatest jazz guitarist of the 20th Century, Django Reinhart, was Romani and he looked like a normal French guy:
https://en.wikipedia.org/wiki/Django_Reinhardt