Can't speak for anyone else but music and audio systems that fail to engage me on an emotional level hold little appeal. I can appreciate formal aspects of a piece of music and get excited about good sounding gear but those are secondary, left brain functions that require subject/object focus. Relating to music via the left brain is not my preference. I want to be carried away emotionally, physically and spiritually. I find these are interrelated in a complex "matrix" in which each has the capacity to stimulate the others. It could be examined within a spiritual context in terms of vibration and the capacity of vibration to influence consciousness.
A sense of connection to the artist is only natural, if the performance is affecting the listener and a live performance can obviously intensify this aspect. But what is the dominant "felt sense" of connection, if not emotion? To present these as inherently separate strikes me as deeply inconsistent with reality.
Finally, it seems to me people do enjoy sad songs. I seek out music that either aligns with my current emotional state or music that will change it-- "mood enhancement" or "mood alteration". If I'm sad, sad music can often feel comforting. However, if I'm depressed, I may opt to lighten the mood rather than intensify it.
And, two people may very well disagree regarding how sad a given piece of music may be.
