I now realize lots of '80s songs actually were depressing, sad, angry or otherwise edgy, but the melodies or production and how they were sang made them sound so fun and happy. I think that's one reason I like it so much.

The lyrics to most songs went over my head as a kid (I usually had no idea what anyone was talking about, I just liked how they sounded). When I'd hear them some years down the road and finally understood what they were about, I was like "whoa, kinda gives that a new perspective now!" ;)

The Police had lots of dark pop songs like that. Or like how early Madonna was edgy and sexual, but still came off like bouncey, cute dance songs.

I agree.  Not a new phenomenon then, but it seemed to become very prevalent in the 80's, probably more than earlier decades.

The depressed undertones may be a natural progression.  No matter whether or not people think the 80's were great from a perspective of today, there was a lot of perceived unhappiness then.  Really.  I remember this well.

As far as the sexual content, I think that had to do with the "permissiveness creep" of mainstream media.  At the beginning of the 70's, anything too risque wouldn't fly, but as the 70's rolled along the envelope was pushed more and more, so that by the end things were a lot more permissive.  This trend continued throughout the 80's, with the end of the 80's being more permissive than the beginning.  Dance music was probably the worst in this case.

The Smiths and The Cure