I'm not sure if "sad" is the right descriptor for this song, so instead I'll focus on the fact that a) the melody is cool; b) it's nice and experimental; c) it's just an all-around good song.
Apparently "Don't Let My Ink Fade" was written in a dark windowless room somewhere in New York as Autumn slowly approached. It sorta figures because it's downtempo and... sad. Dammit, there I am back on the "sad" theme again.
Bottom line: I hope your ears enjoy the tingle of this song.