The original definition of tragedy, dating from the classical Greeks, depends upon a fatal flaw. That is why Bill O’Reilly’s departure from Fox News qualifies as “tragic,” even though there are many collateral victims as well, starting with conservatives who are losing a gutsy interrogator unafraid of the stature or political correctness of his interview subjects. As I read the complaints against O’Reilly, it sounds as if he was alleged to have been behaving like a character out Mad Men, the soap opera about a Madison Avenue ad agency in the 1960s. Bill seems to have been old school in...