Such a catchy song with such depressing lyrics

This song is horribly depressing to me, but sounds really upbeat with a bouncy piano line. The line that I think is one of the darkest I've heard in any song, period, and gave me chills when I first heard it was:

Jenny prays to gods
she's never heard of
for a special warning,
but all the walls stay dead
as Jenny's head is,
but she's still observing.

Sad but true, the two of us
might really make it through;
oh, what's the use, Dear Jenny, anyway?
The world is happy
world is happy
world is happy
without you.