kopaleo.deviantart.com/journal…I would suggest that it's because
1. People of sad/depressed/gloomy/dark personality tend to associate with others of sad/depressed/gloomy/dark personality.
2. Such people tend to be less sociable, so they know less people, and the likelihood of a small sample of people all going through hard times is high (the smaller the sample size, the higher the statistical variance).
I know it's true for me. My friends are pretty troubled as me, and those artists that I think about tend to have sad/depressed/gloomy art styles.
I think I have counted at least three suicidal attempts among the artists I watch on dA (at least according to their journal pages).