There doesn't seem to be much in the ways of general melancholy either. Characters have moments of overt sadness but there's just no sense of personal sadness, not in the tone of story, presentation or character.
https://www.youtube.com/watch?v=DoWCq3z6K_s&list=PLFjuFokngRviwZgBfUFNX5_aLZdLVi4ce&index=15

Going back to the Last Unicorn Fighter, every ounce of that movie is just thick and moody from the music to the colors. It feels cold.