A song doesn't have to be written in a depressing tone or mood to evoke those feelings. Every time I hear a bad cover version of a classic, a "clubbed-up" slow song (Harry's Game, I'm looking at you!) or a pointless extended mix of something that wasn't too good in the first place, I can get depressed. Sometimes it's more a sense of loss, something that was great has been, erm, bastardised and sterilised for the mass market --- "Hallelujah" by Leonard Cohen is one such. There are good versions, certainly, but there are some woeful ones. So the song may not have been written to be depressing, but it may evoke these feelings for other reasons.
One of the guys made a great point here earlier: sometimes the link your mind and heart makes to a song can make it depressing. I had an experience like this with Dan Fogelberg's "Windows and walls", as it reminded me my mother liked it and soon after she died I found myself crying when I played it. James Blunt's "No bravery" makes me cry, just because of the lyric content and how soulful and intense and yet simple it is. "Angel" by Sarah McLachlan always catches in my throat. It can be the arrangement of the song, the way it's sung, the lyrics, the mood it evokes, anything.
Remember, we don't all want to be happy happy chappies all the time. That would be unhealthy. Sometimes the pressures of life get to you and you want to slide into a morass of depression: the only way then to get out of it is to go through it, and sad music can aid that process. Depressing/sad music also shows the amount of their heart and soul that the artiste has put into writing the song. Fleetwood Mac's "Songbird" is another one: always tear up, not sure why. It just has that effect on me.
Now, if you listen to depressing music ALL the time, then sure that's not good. But there most certainly is music that is meant to be depressive: have you never heard of the subgenre Depressive Black Suicidal Metal?
Also, I would say the reason you're seeing this forum as unfriendly is down to you: you've come in, asked a question and proceeded not only to take apart everyone's reply because they don't agree with you, but you have in fact been quite rude and for someone who's only here a wet day that is not advisable. As a pure point of courtesy from one human being to another it's also not so clever, and then to hit back at US for not being friendly...!
