How negative the connotations are with that word.

Unfortunate.

But it's unfortunate that there is also a lack of a better word, when announcing less than favorable circumstances or outcomes to another individual who is seemingly expecting better than worse.

How would you otherwise explain to someone that they are to be disappointed, without shooting an arrow straight through their heads or their hearts?

"It is to my deepest regret that..." ?

"I'm very sorry to say that..." ?

"I do apologize for the misfortune of..." ?

Is there ever a more positive way to position an unpleasant situation? Is it possible to use only words of lightheartedness to explain something a bit more of the opposite?

My mind is boggled.

It's unfortunate.