It's hard because it depends on the type of melancholy. I get what you mean about wistful melancholy and "good sad" if the stories are on the smaller scale. Human tragedy, personal failure, doomed relationships, lost love, that sort of stuff.

I have a harder time dealing with elaborations on an existential level: the ultimate end of all things, the futility of existence, the meaninglessness of life etc. I'm hesitant because I've gotten the impression this is the sphere Outer Wilds operates in.