Sadness is not an emotion that people like to feel. Although people try to avoid that feeling, why do people choose to listen to sad music? A gloomy piece is supposed to make us feel gloomy but, research shows that people do not react that way at all. According to the study, the tragic emotion that was expected was surprisingly replaced with feelings of love and romance. So why do we listen to sad music? We listen to sad music because it does not connect directly to our real lives.
http://www.nytimes.com/2013/09/22/opinion/sunday/why-we-like-sad-music.html