Because Sad Songs Are In A Minor Key?

this is such a key question, albeit a minor one https://t.co/fbMDAXu38H

— George Conway ⚖️ (@gtconway3d) May 19, 2023

Or because misery loves company?

Maybe we should say schadenfreude, since everything sounds more official in a foreign language, and more scientific in German when you don't have a readily available Latin term.

Or it could be:  

“Happy families are all alike; every unhappy family is unhappy in its own way.”

And we like to feel seen for who we are.  Which is just back to "misery loves company," isn't it?

I'm sure science can explain it better.