No, it's not bad. People respond to music on an individual level and that can't be judged. If it helps you to hear music that matches your mood and know that you are not alone, that can only be a good thing.Yes music is a great source of emotionality.
I tend to be rather “masochistic” with music. Like I want something sad sounding when I’m feeling sad. Is that bad lol?
For me comfort comes in the form of a simple movie like Wizard of Oz (yes, I am aware of the horrendous behind the scenes antics) or Willy Wonka and the Chocolate Factory. Even Forrest Gump, even though I think it’s far more “iffy” when I actually think about its narrative structure and messaging.
At the moment though I’m just enjoying getting lost in Red Dead 2. Simple wholesome fun.
As for me, it depends. I tend to already be depressed as my default mode. So listening to depressive music often only makes it worse, especially when I'm drunk, as I often am. So now I tend to seek out music with lyrics that both can relate to what I am going through but ultimately have a positive perspective. Hence, that song I posted. Of course, I also have BPD so I'm very sensitive to things people say, and that includes lyrics.
I wish I could play RDR 2! That was my fave game for over a year but now my Xbox One disc drive is busted.