Interesting topic and one I can definitely relate to. Playing devils advocate I can also see sad music being an attractive mechanism of maintaining someone's "sad" state. By that I mean, we may be simply be use to feeling low, so sad music becomes a familiar comfort.

I wonder sometimes if I prefer sad music over happy music because it's easier for me to indulge in melancholy than to try and avert my mindset to more "possitive things". Just a thought.