I understand why we rejoice on Purim-that our lot was changed for the good and we were saved from our enemies. But doesn’t the fact that we were almost exterminated in exile and that we stayed in exile after the miracle illustrate how Purim has an undertone of sadness? In a sense, by rejoicing over what happened in Persia, aren’t we saying that we should remain in exile and that God will ultimately save us like he did the Jews of those days? Isn’t the entire Megillah, then, indirectly showing how horrible exile is and the importance of Jews controlling their own fate? Shouldn’t we not really then be celebrating at all?!
I believe your provocative question is important, and will try to relate to two aspects. 1. The undertone of sadness. 2. Why we rejoice at all. In fact, there are several laws/customs that hint at the undertone you mentioned. The fast before the celebration requires that we take seriously the threat of anihalation. The talmud says, in one explanation, that we do not say Hallel on Purim because the miracle took place outside Israel, and in another, that we remained in exile (“servants of Achashveirosh”) . Our custom of reciting certain verses in the megila in the tune of lamentations also alludes to the sadness that is inherent in the story. On the other hand, the existence of the Jewish people in the diaspora is miraculous, and not to rejoice at this wounndrous phenomenom seems to me to be the hight of ingratitude. Another aspect of Purim is the replacement of the prophetic tradition as the leading spiritual force in Jewish life with the centrality of the “chachamim” the Torah schlars, represented by Mordechai, who was one of he founders of the “Great assembly”. A third aspect is the fact that the Purim story led directly to the building of the second Temple and the return to Israel in the next generation. It seems to me that thes three points should be emphasized, and that we should make them a model for gratitude to HaShem for all his kindnesses.