Normally crying and such is cathartic. If you're on the edge of a meltdown, it's good to get some privacy if needed and then let yourself go ahead and have that meltdown. People without a mood disorder do that sort of thing all the time. Why would someone with depression act differently than seeking out that cathartic release of sorrow and everything else they have pent up? Problem with depression, though, is that a good, cathartic cry to a sad song usually won't clear up a mood episode. But it's not at all weird for anyone who is sad - depressed or not - to seek out a cathartic relief.