I have to go to sleep, so my quick 2 cents:
Sound can have, or perhaps seem to have, a "physical" effect on the body. Think fingernails on a chalkboard.
When I studied music theory, we studied Bach and other composers. Musical scores based on the Major scale tend to be perceived as happy and upbeat (think "happy birthday" or Twinkle Twinkle Little Star"). Minor scales evoke a more sorrowful or melancholy emotion from the listener (think the beginning guitarwork from Zeppelin's "Baby I'm Gonna Leave You" or most funeral dirges).
Music is mathematics. Sound waves. When sound waves interract with each other (or even with the environment) they can create dissonance in the sound. When the notes or waves match better, we have a more pleasant, smooth, perhaps melodious sound.
My teachers example was to drop 2 pebbles in a pond. First you drop them a few feet apart from each other and notice how the ripples from each pebble react and collide. Next, take 2 pebbles and drop one, then the other right next to the first. The ripples tend to blend with each other more smoothly as they travel roughly the same pattern. It was a cool visual way to introduce the class.
Finally the way the music is played has a dramatic effect on the listener. A violin solo that makes a person cry when played by a virtuoso will probably sound canned and empty when replicated by a synthesizer. The human aspect, the mistakes, the subtle hesitation before a particular note, or the building crescendo of a series of arpeggios are all the things that make all of this science human.
It is amazing that humans can recognize a sad song they've never heard before by the opening notes of a single instrument. Whether or not this is learned behavior or natural is argueable, I'm sure. This is a fascinating and complex subject and I'll try and return to this thread when I can.
Edit to add:
Also listen closely to music you hear in movies, TV shows. Chase scenes, love scenes, jungle scenes, horror movies. Even commercials. In most situations, the music is chosen or written very carefully using everything we believe to know about sound, music and human perception. Even if we don't know why it works, a ton of money and effort are spent in the belief that it does. (because we spend money on it, it must exist!)
I understand that you are looking for a scientific or biologic explanation as to why all of this occurs. I can't really help you here. Some claim that the human heart tries to match the beat of a rhythm that we hear, and that certain beats etc are more conducive to making people want to dance, tap ones foot to the beat.
Okay. Sleepy time.