Not all minor songs have a sad feeling, in fact I have a song in D Major that sounds sad. I have heard music in my childhood (on which are classical) that are in minor Keys but does not sound sad. Search for Vltava Die Moldau by Bedrich Smetana (the one in 1800's). Trance songs (except uplifting trance) are usually in minor key -- but it doesn't sound sad. Why?
There is a magic you can do in chord progression and in feeling, to make it sad.
I made Classical music and sad Ambient music since before I make EDM, I do some shit to make it sad:
1.)
minor Keys (not just minor chords) <- important. and in its triads/chord progressions avoid using Major chords frequently or you will end up like Die Moldau
Your example song, Polaris by deadmau5, is in A minor key.
2.) Also avoid using fifths after hometones if it's a sad song in Major key. For example, in the C Major scales triads:
C, Dm, Em, F, G, Am, Bdim. The hometone (in chord progression equivalent) is C, the fifth is G. This is how to create a happy song -- use fifths frequently.
3.) Slow tempo, 100 and below, but usually Andante, Adagietto, Adagio, and this Largo -- which was used in cello/double bass part in my song Downfall of the Kingdom (but removed when it was made into dubstep)
4.) long notes or Very long notes, with long rests, or
slow chords,
https://youtu.be/LnnyQcRbwEI?t=1m28s <- here the chords aren't continuous
5.) Slow arpeggio/broken chords (example, a harp playing a B minor broken chord, B-C#-F#-C# B-C#-F#-C# B-C#-F#-C#... at 60 BPM, in my song's intro mentioned above.)
5.)
Theme and feeling <- also very important! Example, the usage of sine waves, pad synths, reverbs on a song's sound design.
It is not required that all of them are in one song. If it's a sad EDM song, just make a bunch of sad chord progressions in a minor key. If it's a House song, just make a simple house loop in beat/bassline editor, set the key of your song in a minor key and set the tempo to 128. (It's not required that all sad songs are slower than 100) Avoid using heavy bass on drums, as people will mistake that it's a happy dance song (except melodic and orchestral dubstep, where heavy drops are required). A clear, light kick and snare will do. Carefully observe Polaris, good thing you mentioned it.
This is a website where I usually find the key where I do not know its sharps/flats and naturals, but also provides the triads of each damn key both Major and minor:
https://autochords.com/
Hope it helps to those who are making music