I've listened to the album 3 times now, and so far it hasn't failed to make me completely melancholy when I've otherwise had a good day. That's not a bad thing though, there's so much to take in with this album, I feel like I'm just scratching the surface of the layers of the songs.
Oh, and the comparisons of Bon Iver playing somewhere that Arcade Fire did aren't very astute. The Shrine was WAY smaller than almost anywhere else AF played that entire tour, they sold out MSG after all. So you can't really compare the two. The Cure played there in '08 too, but sold out the Hollywood Bowl the night before.