Why do we listen to sad songs when we're sad?

In one single moment your whole life can turn 'round
I stand there for a minute starin' straight into the ground
Lookin' to the left slightly, then lookin' back down
World feels like it's caved in - proper sorry frown

Why does every song seem to mean something to us?

If I stand all alone, will the shadows hide the colour of my heart
Blue for the tears, black for the night's fears
And the stars in the sky don't mean nothin' to you, they're a mirror.

How come we continue to listen when every song just makes us sadder?

But I turn them off and tuck them away
Till these rainy days that make them stay
And then I'll cry so hard to these sad songs
And the words still ring, once here now gone

It certainly doesn't make me feel any better.

The district sleeps alone tonight
After the bars turn out their lights
And send the autos swerving
Into the loneliest evening
And I am finally seeing
Why I was the one worth leaving

But it does give voice to my pain, and I guess that helps.