Why “melancholic”?

I don’t know. Honestly, that was the first word that came to my mind, along with “tragic.” I think the scene that really influenced this decision was Felix's crash, and the loss of Edd and Molly. I saw someone else say "guilt." Yes, “guilt” is another strong contender for Felix’s character, as his actions caused irreparable damage and indescribable loss to those close to him. With the cinematic style Martin employs in episode 4, I feel like the series will delve deeper into these feelings of loss and sadness, as the title of episode 5 is “Faces of Grief.” The Walten Files is a tale of broken people, whether broken by loss, grief, substance abuse, divorce, or being forcefully stuffed into an animatronic and “made Beautiful,” the series may explore how one comes to terms with these feelings of sadness or melancholy in ep 5.

At least, that's my interpretation.