Are sad songs better?  

Sing me a song of sadness
And sing it as blue as I feel
If a tear should appear it’s because she’s not here
Sing a sad song and sing it for me

—From Sing a Sad Song (by Merle Haggard)

Are we predisposed to prefer melancholy songs?

Could be, considering “that of the nine best-selling songs of all time, most brim with melancholy, if not sadness and despair. Bing Crosby’s White Christmas, Elton John’s Candle in the Wind, Whitney Houston’s I Will Always Love You, Celine Dion’s My Heart Will Go On, — to paraphrase Elton, sad songs not only say so much, they sell really, really well. But do listeners really prefer melancholy music, and if so why?”

Hard to say, but the charts do indeed suggest “we love tunes that rip our hearts out.”