It's interesting to see how different people deal with different feelings. Personally, when I'm feeling sad, I want to stay with the feeling -- not wallow in it, but let it "flow", so it eventually gets out of my system. Movies can be quite cathartic that way.
It depends on the circumstance, which I believe was the GP's point. Sometimes I do want to explore the sadness for a bit, but other times I want to be cheered up.
