Gabor Maté confirms that grief is ultimately how we heal trauma. Sadness is an emotion that lets us move from the past. A way of saying "goodbye".
Crucially we can be stuck for years on end not allowing ourselves to grieve.
For childhood trauma for example it is quite challenging... you're grieving the loss of a father, mother that were never there physically or emotionally. Grieving the loss of safety, of a home that never was. Grieving all the things that didn't come to pass... but unfortunately grieving is necessary.
I've often felt a sense of melancholy in my younger years long before I looked into the nervous system and modern body-based trauma therapies like Somatic Experiencing, Polyvagal Theory etc.
So my hunch is while melancholy feels good at some level, it can also be like a stuck state. Like halfway through grieving but not really allowing yourself to grieve fully and move on. But I could be wrong and perhaps melancholy is a thing of its own. Grief certainly is very challenging as it comes in waves and is never really gone, it seems.