I'm such a sucker for tearjerkery music I swear. Seriously, if you were to write any song with darker, sadder lyrics in it, regardless of genre, I'll end up listening to it obsessively guaranteed. I don't know why...?
I often wonder the same thing. As far as I can tell, certain songs resonate with our own feelings, some of them very deep and hidden away. After all, the artist has feelings too, and his craft brings them out for us to experience with them.