The relation between minor key and sadness is very weak. Sure, if you ask people to listen to just two chords in isolation and ask which is "sad", they'll pick the minor one. But compositions are much more complex.
It's like, if you showed people a horizontal wavy line and a straight vertical line and asked which is sad, people might pick the wavy line. Does that explain anything about fine art?
Get Lucky by Daft Punk, the feel-good song of the year, is in F# minor.