Like I feel really depressed to nearly suicidal thoughts.
Most Helpful Girl
Because it's a sad song.
When we're sad, we start thinking that nobody understands us. At such times, sad music actually resonates so much with us, it feels like someone somewhere understands us.
But it does very little to improve our mood or situation. The better thing to do is to listen to peppy music when you are sad, because there is a slight chance that it'll actually cheer you up just a bit.
Wishing you the best of luck.