Princess Ojiaku summarizes some recent research on Why sad songs can be feel-good and noise music can be nice:

Sad music might make people feel vicarious unpleasant emotions, found a study published last year in Frontiers in Psychology. But this experience can ultimately be pleasurable because it allows a negative emotion to exist indirectly, and at a safe distance. Instead of feeling the depths of despair, people can feel nostalgia for a time when they were in a similar emotional state: a non-threatening way to remember a sadness.

I guess this is the reason we love to immerse ourselves in all kinds of books and stories as well. It’s a safe way to experience unsafe things. Or, as C.S. Lewis put it, “We read to know we are not alone.”