A sad painting can show beauty in the sadness you felt during that experience. Usually the experience is something that is carried with you while the art is a way to release it.
In a sad painting you can see the model in the painting expression which may show emotions that the person looking at the pairing may see. For example if it is a painting of a funeral and people crying the person looking at the painting may relate to the emotions painted on the faces of the mourning. In other experiences of sadness, say a quote from a story the reader may be able to understand the charter’s feelings but they will not be able to fully see and relate to the emotions in a painting. So I do believe a sad painting is much differnt from another experience of sadness.