Is it wrong to like being sad?

I can't explain it I love this feeling like I'm detached from the world I sort of feel at peace and alive especially when I'm listening to sweet lullaby (like a davy jones music box type), when I'm in this state i feel like i can truly appreciate things and my heart weighs down, I don't do this all the time though maybe it's to remind me that I'm human? I don't know...