It's quite easy to demonstrate that humans get pleasure out of feeling some emotions (like happiness) but it becomes a little difficult to say that about others (like sadness). My theory is that, even feeling sadness, paradoxically, gives us pleasure, I believe humans get pleasure from all emotions, but usually the feeling of sadness happens at the same time as something bad so we don't get a chance to enjoy it, so we like the feeling of sadness, we just don't like the lost friend (or whatever it is that's making us sad) and it outweighs that pleasure of emotion so much that we don't realise it at all.
My seminar teacher summed up my theory quite well by saying "so art is life with a safety net?" and that is pretty much exactly my point. Art allows us to feel sad, but without actually doing something which affects our lives at the same time and so allowing us to enjoy the feeling.