Sad music does not make me sad, but rather makes me admire the beauty
of the music.  This often manifests itself with a lump in the throat or
tears, but those are not tears of sadness.  Overpoweringly joyful music
(end of either part of Mahler 8) brings the same reaction.  Music almost
always affects me by lifting my emotions and making me happy, whether
the music would be characterized as sad, happy, tender, or whatever.
Even the terror-laden opening of Shostakovich 4th makes me happier than
I was before listening.  I think the reaction to sad music is wired into
us (or me, at least) because sad music is usually tender, appealling
deeply to our vulnerabilities and making a connection between us and
the composer.

Hope this helps,
Jeff Bondono