You know, one of the tragedies of real life is that there is no background music.

This quote means that life can be difficult and sad, but in real life there is never a soundtrack playing in the background to make it seem romantic, exciting, or happy. In movies, books, and other forms of entertainment, a soundtrack is often used to convey the emotions of the characters. That is not the case in real life – reality is sometimes dull or sad, but there is no soundtrack to add drama or emotion.