When I was little my mother would sing me very sad World War I and II songs and songs about death, tragedy, etc.
Songs about children dying, fathers dying in coal mines, etc.
I can still sing all of songs and have found them on YouTube as well.
I find myself attracted to and comforted by melancholy music more so than any other. Perhaps it stems from these early experiences.
I once read a book about the melancholy songs of the civil war and how it helped the population of that time deal with the collective grief of such a brutal war.