The melancholy of the music, most of it from the 19th century or earlier, was attractive in the literal sense of that word: I was drawn to its slightly sad, tender, and pensive mood. That may say something about my personality, but nothing striking.
There may be something to the traditional association of philosophy with melancholy. If there is, however, melancholy hasn't been a major force in my life. Perhaps more than some, I've found it easy to follow Hume's example: "nature herself . . . cures me of this philosophical melancholy and delirium, either by relaxing this bent of mind, or by some avocation, and lively impression of my senses, which obliterate all these chimeras. I dine, I play a game of backgammon, I converse, and am merry with my friends" (A Treatise of Human Nature, Book 1, sec. 6). No backgammon for me, but the same cure of friends and food.
Nevertheless, the beautiful melancholy of the music I was listening to is both attractive and explicit. In "Wayfaring Stranger":
I am a poor, wayfaring stranger,
While journ'ying through this world of woe
And from "I'll Fly Away":
Some glad morning when this life is o'er
I'll fly away
To a home on God's celestial shore
. . .
Just a few more weary days and then
I'll fly away
These hymns find life a burden to be borne. Their promise against that burden is "a land where we'll never grow old," "a land that is fairer than day," and a city "not made by hands." According to songs like these, though this world is a place of sorrow, it will be replaced, even made up for, by the pleasure of the next.
I am no historian of religion, so I am in no position to comment on how the authors and singers of such hymns understood religion or how contemporary worshippers understand them. Things may be much more complex than this first glance suggests.
But it is not difficult to see in these lyrics the very thing against which that greatest of atheists, Friedrich Nietzsche, argued. He said Christianity devalues this world in favor of another: "Christianity was from the beginning, essentially and fundamentally, life's nausea and disgust with life, merely concealed behind, masked by, dressed up as, faith in 'another' or 'better' life" (The Birth of Tragedy). Or, in Joe Hill's words, Christianity amounts to a promise of "pie in the sky when you die."
As I said, I'm in no position to say whether there are religions to which Nietzsche's description applies. Perhaps it applies to some, even many religions. Perhaps it applies to some or many worshippers in several traditions. Perhaps it doesn't apply at all, though that seems unlikely. Even if Nietzsche's description doesn't apply to religious theologies, it almost certainly applies to the way some people understand their religion.
That is one kind of religion, but not the only kind. However much a person agrees with Nietzsche's critique, it doesn't apply to another kind of religion.
Many of us are not particularly concerned about the afterlife. I hope there is an afterlife, but I'm not trying to live a Christian life because of that hope. Indeed, it would be more accurate to say that I have hope for eternal life because I am trying to live a Christian life. I doubt much would change for me were someone to convince me that there is no immortality. I'm quite sure that for many Christians religion is like that.
I'm a Mormon Christian because of an encounter with the Divine that became an ongoing encounter. Though there have been and I hope will again be moments of supreme spiritual bliss, most of my encounter doesn't have that quality. Instead it manifests itself in the way the mundane world and those in it show themselves to me, and the way I find myself in the world and with others. The experience of religion is an experience in this world and of this world. It is an experience of the extraordinary character of the ordinary.
That obligation may be most obvious in my relationships with others: like anyone, in the presence of other persons I find myself obligated. I owe them at least a modicum of respect. That is the broadest way to describe what is probably the most important aspect of my ongoing experience of God.
But my obligation is a specific one, an obligation that is shaped and nurtured by being part of a specific, Mormon community. It could not exist as simply a general feeling of obligation. It must have specific content. That content is filled by my prayers for those I find myself among, by my scripture reading and my participation in worship. It is a content defined in a thousand ways that began with my baptism into the LDS Church as a teenager.