Empress Ki - I'm actually not sure which is the ML or SML. They're both pitiful in different ways.
The King in Love - I found ML quite pitiful.
Both of these have "real" love triangles that could be heartbreaking, depending on which pairing you ship.
Warrior Baek Dong Soo - This has a love triangle, but the romance is bland. It's more of a bromance. SML is actually kinda a villain, but a very sympathetic one and I thought he seemed pitiful. Not so sure this is what you're looking for though ...
