Hi. Welcome to beyond blue.
while I don't know much about the bands you speak of, as far as your question is concerned, I think I would be similar to you. The music I listen to reflects my mood. There are a number of bands or songs I listen to that are about depression etc. Bands like Megadeth, Metallica, Opeth, allagoch, draconion, etc. Their sound, or meaning talk to me, therapeutically. I am reminded that I am not alone at that moment. So it is ok if the music is a form of release.
At the same time, if it does make you feel worse about yourself, it might be worth looking into getting professional help. There is a fine line between a song which grabs you, and one that encourages you to do something.
As far as the bands you listen to and topics they sing about, you will need to educate me. Sorry.
I hope you come back and talk more about your music or anything else.
All the best,