I mainly like
Tristan because of
Tristan and
Isolde, and I think that association overshadows the "sad". I don't have any other associations for Beatriste (and it has the whole word "triste" in it, not just "triste").
I usually notice "Mal" in names. It doesn't impact whether or not I like them as names (I still like
Tristan, Beatriste, etc.) but I do tend to use "Mal-" names for 'bad' characters, etc.
Also, maybe the connotations are different? I, at least, would rather have a name meaning "evil" than "sad"... although that may not be universal...