I'm not a professional writer, but I do like to write a little fiction when I am bored. But I have noted that when I write, the main character is usually never happy, and most of the time falls under the category "emo", i.e. he cuts himself, cries a lot, has no girlfriends, has a short temper...
And I do the worst things to my characters. Like in my latest one, the main character saw the death of his parents when he was 10, to be permanently blinded immediately afterwards.
Does that signal something about me?
Your just good at writing sad stories.
And that is what appeals to you.
I doubt that the characters fully simbolise you.
I usually find myself writing about people drowning from their point of view.
So, yeah, its probably quite normal.