When I was depressed, I used to enjoy the deep sadness that came along with it. It was a mix of loneliness, melancholy, self-pity, and worthlessness followed by a "releasing" feeling. I honestly don't know how to describe it. This is usually when the suicidal ideation comes in. Now that I'm better, I tend to miss that sadness from time to time. There was something deep and beautiful about it. Like I'm floating in a warm ocean ready to consume me any second.
I've had a similar experience fairly recently. I had come home after a really bizaare return to my old college to celebrate a friend's birthday. It included messing around with some substances that usually leaves one on the butt-end of a fun time and at a place where my ex lives; there was no shortage of weird and complicated emotions. When I came home, I popped on some music and went walking in the dark. I started losing it and crying pretty heavily while still trying to hold it together. I was literally holding/hugging myself. Thoughts and the supposed feelings of death, massive loneliness, isolation, rejection, self-loathing, sadness, and darkness flooded through me. I got to a bench and sat down and continued kinda crying. Then, "Long Nights" by Eddie Vedder came on and I started getting chills. Then he gets to the part where he says "I-I'm falling" and his voice is kind of breaking, like it can barely hold the weight of what he's saying and I COMPLETELY lost it. My entire body shook, convulsed in this wave of loneliness and sadness and "i'm meaningless, no one loves me" and regret and longing and a slight gratitude that I was feeling something so strongly and it was like a full-body heave, and I felt like the entire world was crushing me from all angles. After that was done I kinda of laughed a bit and was just like "wow, I can't believe I could feel that" and felt an emptiness that was more relieving than anything.
not sure about long term, but the next day I felt like I was walking through an entirely different world...it was strange