I don't think that sad songs are inappropriate at a happy gathering. Many songs serve as a memory jog wheel to a certain era or situation, and just because the song is sad .... there is no reason to assume that it will make the listener sad.

"For the good times" is requested ALL THE TIME around here, and couples always dance close to it.....same as "Release me".
I really don't think the actual words translate (that literally) to the listener.

Many of my most requested songs are kinda sad if you take them at face value, but if you go deeper, the song may still touch you inside in a positive way.
Other eg:
"Since I fell for you"
"Since I don't have you"
"Make the world go away"
This list is endless!