Elton John Dumped His Fiancée Because 'She Didn’t Really Like My Music,' Struggled with Extreme Loneliness: 'So Futile'

"Sad songs say so much," Elton John sang on a 1984 Top 5 single, one of his biggest hits of the '80s. And throughout his nearly six-decade career, sad songs have remained a cornerstone of his repertoire, from "Daniel" to "Don't Let the Sun Go Down on Me" to "Sorry Seems to Be the Hardest Word" to "Candle in the Wind 1997," a tribute to the late Diana, Princess of Wales. In "David Frost Vs Elton John," part 5 of MSNBC's sex-episode series David Frost Vs, John expounds on what made one of his saddest songs say as much as it did. The episode covers the 10 interviews John did over the course of decades with the esteemed British journalist he came to consider a good friend.