Personally, I'm inclined to blame it on some sort of chemical imbalance. Just kidding. Sort of.
I suppose that I blame my infatuation with sadness on the fact that it's the most accessible emotion that I can experience. I know it sounds all gloomy and emo and whatnot, but because I have difficulty expressing what I'm feeling, my personal relationships tend to suffer, thus leading to sadness, disappointment, etc. Sadness, then, is really just what's most familiar to me.