I've done this too, though through loud self-flaming (and never with music, as I'm a music lover). With me it's not so much "revelry" as relief -- there's a strong moralistic tone to my depression. I don't feel I deserve to be happy, so depression brings me a weird and twisted relief that somehow "justice is being done."

That said, I don't believe anyone truly enjoys depression, and wish I could smack everyone who ever told me I wanted to be down.

's to you.