I wouldn't call him deeply sad. If anything, he is remarkably level-headed and content with himself in the face of often voracious opposition.
In fact, I can't imagine him having any emotion. He's a movie-viewing android developed in the labs of Hollywood to enable test audiences to be dispensed with.
But something went terribly, terribly wrong and he got loose, and now he has to roam the lands, watching movie after movie to unsuccessfully sate his neverending appetite for all things cinema. But his comparison console was never completed, and his cinematic reading circuit malfunctioned, and he now finds himself in conflict with hoards of human film-goers he can never understand, and never come to love. He is adrift. Alone.
But not sad.