When we say autumn is sad, what do we mean? What are the hallmarks of sadness? Sadness is an internal feeling and experience. For example, if I feel grief over a loved one who has died or melancholy about a past event in my life which I regret or am ashamed of, then for me those feelings reflect sadness. No external thing corresponds to that emotion in my mind; no season can make me feel it while it does not exist within me.
So perhaps we could ask, is there anything sad about autumn? It begins with the death of summer. As summer fades away and leaves us to enter a season colder than we are accustomed to, that might make us pity nature itself, or feel sympathy for it. But what's so bad about winter? We know it will pass in due time.
I think the idea that autumn is sad has to do with our own mortality. In a sense, we are also like leaves on a tree; as summer fades away and winter approaches, our time is running out. We will die soon enough too. This makes us sad because it means we can never be young again.
Or perhaps it is not death itself that makes us sad, but the idea of life without our loved ones. We want them to be with us forever, so when we think about being separated from them by death we feel sadness.
But then again, what is so sad about death? It's natural. Everyone has to die one day or another; why feel bad about that when we know it's unavoidable?
I suppose life or living itself is sad. Because while we live, we are bound to suffer. Even if we don't experience unhappiness in the present, it's inevitable that at some point in our lives something will happen which makes us unhappy and causes us pain.