Is God an imaginary humanized, yet omniscient entity that is omnipresent in our human lives to make us feel like we are not along and we should follow "His" ways because he's always there watching? Is God a curtain to hide the fact that we are completely alone?
He's not watching as he doesn't exist, of course. What is loneliness? It is an innate safety mechanism for herd animals, of which man is a member. We feel sad when we aren't around our "herd" because of our drop in trickle dopamine, the chemical in our brains that makes us happy. Like it or not, we are organic robots, we feel how our nervous system program tells us to. If you doubt this, try a few mind altering drugs.(once)
Woesome songs ply our repressed memories to evoke emotion and nudge our brain to cease it's maintenance levels of dopamine, thus we get teary and sad and sometimes suicidal. Simple biochemistry.