I like the expectation argument. However, some music doesn't adhere to popular song structure, and deliberately works against the listener's expectations. The freer forms of jazz, for example, or ambient music without any rhythmic frame of reference. I enjoy stretching my ears a bit and I listen to some fairly off the wall sounding stuff but I definitely consider it to be music and the enjoyment comes from allowing whatever happens to happen. You might find yourself listening to something very pleasing, and you roll with it and your ears are delighted and then it all turns to cavernous darkness, a clanging cacophony, jarring and unpredictable sounds, and these eventually move into another more pleasing arrangement. You can't have any expectations, you just have to see where it goes. Perhaps after repeated listens you begin to appreciate a grander structure, but that first experience is not always unpleasant, on the contrary - it can be the best thing you hear that week!
I find this similar to why I think the happy people I know, are happy. They just live in the moment. Nice things happen. They enjoy them. Unexpected frustrations dash their plans. No matter, just sort things out, frustrations pass. Moments of sadness and despair. Use them to highlight past happiness, or forge new dreams. Everything is transient, so don't set your plans in stone and then be upset when things change.
Perhaps this is why I find a lot of entertainment to be intellectually patronising. I like to be involved in what I listen to, watch, and read. I like books by authors like Hemingway, where the prose is a little sparse, where I'm allowed to feel emotions by implication and not have them handed to me, where I'm given the freedom to draw the pictures in my mind, in my own way. I like music that isn't ridiculously bombastic, with lyrics that aren't pseudo-emotional. I can't abide bands like U2 because their songs have no depth and yet they sing them so earnestly. It's just sunglasses music made to sell video clips. I'd rather listen to the blues sung by an incomprehensibly sad man, fumbling on the fretboard. I can feel that.
I'm not very good at articulating my thoughts ...