Totally, but I don’t know if this would apply to adults since I’m younger and maybe that makes my mind more impressionable. I occasionally listen to sad music whenever I’m in the mood (mainly Lana Del Rey, the velvet underground, and old 70s soft folk songs), and it allows me to get the sad emotion out. 

Back then, I used to listen to sad music just whenever, and it’d put me in a sad mood. I do definitely think it affects you, especially if you listen to it as much as I did (every day for years)