@Roburt
i believe nick hornby is simply asking a question not expressing his views. Reading between the lines of what he is saying I would say his views are aligned to yours.
when he says does listening to melancholic songs make you sad I believe he is suggesting it probably doesn’t ?
i might be wrong but that’s my perception.
i believe you can find strength or understanding in these songs some of the best soul songs tell strong emotional stories.
rainbow road being a great example.
the look on your face being a story of two halves and a great dance floor track.
magic touch upbeat happy song or a tragic story of domestic violence.