It always seemed self-evident to me that people who are depressed generally dislike being entrenched in "happy" settings (e.g. seeing happier people around them

It always seemed self-evident to me that people who are depressed generally dislike being entrenched in "happy" settings (e.g. seeing happier people around them) because it reinforces feelings of isolation. I don't see why music would be any different. Put another way, misery loves company.