I think in order to understand what Burke is saying in this section, we need to look at it in context. Just before this quotation, Burke gives an example to illustrate how the power of imagined, or fictional, tragedy is different from that of a tragedy actually occurring in the real world. He suggests we imagine a day on which a "sublime and affecting" tragedy—meaning a play—is being performed by excellent actors, at great cost. However, he says, imagine that just when the audience is about to behold the spectacle, they are told that a high-profile criminal is about to be executed in the square next door. Burke suggests that everyone would flee the theatre in order to watch the execution, because although the "imitative arts" are powerful, our "real sympathy" is reserved for real events, and this is a different sensation.
Burke then says that this illustrates why we might have "a simple pain in the reality, yet a delight in the representation." He means that there are certain things which, if we were forced to think about them, or choose to do them, we would find painful, such as the idea of killing a person. However, when these things happen anyway, we are "eager enough" to witness them. This is why we like watching tragedies. We are not really able to distinguish in our minds between things we'd never do ourselves and things we'd never do ourselves but would still have a strange delight in witnessing if they were happening nearby. He goes on to say that he thinks nobody is so "strangely wicked" that they'd actually want to see something beautiful destroyed but that if something like that had happened, people would crowd to see it.
We like tragedy, essentially, even though we'd never wish these things to happen to people ourselves. There is still a strange power in watching them.
By "representation," here, Burke doesn't mean artificial tragedy as such—he doesn't really make a distinction between artificial and real tragedy. He means "when the thing actually happens," that is, when it is represented in the real world, on stage or off, rather than simply in our minds.
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