you can get addicted to a certain kind of sadness

Change is scary, and people can get used to just about anything. Even if what they're used to is pain and suffering. The change could be for the better, but it's an unknown. The unknown is unpredictable. I think we fear the unknown because as bad as things might be, we know things can always be just a little worse. At least with what we know, we know what to expect, we can brace ourselves physically and emotionally for it, but how do we do that when we don't know what's coming?
So yeah, I'd say it's normal. It's the kind of thing that keeps people in abusive relationships and jobs they hate. I think understanding this would be the first step towards making things better. You don't have to live that way, you're allowed to have a better life. Don't tell yourself otherwise.

What kind of sad? Just emptiness or an actual feeling of sadness?
What positives do you see in your sadness exactly?
I find myself remembering periods where I experienced the latter with fondness. Probably for the comfort I felt when managing to escape into some fantasy or daydream. It also has a certain romanticism to it, i guess.

no, you're far from being crazy.
the brain gets accustomated to recurring events, just like the Stockholm syndrome where the abducted becomes fond of its prison.

from my own experience, you should not keep on running on sadness, it's a limited fuel and once it runs out, anhedonia will be awaiting.
you need some positivity, after all that's what I believe we're all in search of and the main reason we are interacting.

i hope you can find some solace in this reply.