I get the same feeling when listening to marching songs. Listening to cheerful young men sing and imagining what it must've been like to live back then compared to now gives me a strong sense of melancholy.
Unlike for you though, I actually have a cultural connection to the music because my grandpas actually served in the war, which makes it even more unfortunate that German life has degenerated so much in the span of 2 generations.
https://youtu.be/BnaF4_LTovk?t=326