We usually get excited and feel happy while dancing(especially while listening to EDM) because dancing stimulates our brain's memory region in a positive thus, resulting in only happy thoughts.
Likewise when we are very sad we tend to listen to something which soothes our heart. The only reason that we feel such emotions during such songs is because the songs emit that kind of wavelength which is at that moment captured by the ears and then sent to the brain in the form of electrical waves and that is when the brain interprets the wave and releases the emotion according to that.