Maybe they just really like the (ironically named) depressive black metal band Happy Days, who knows.
See for yourself:
The first time I remember seeing something like this was when No Made Sense wanted videos of people's dogs for a video, I never actually saw that video, not even sure if it was eventually made or not.
On a related note I interviewed Closure in Moscow's lead singer a while ago:
http://daedricinfluence.weebly.com/blog/closure-in-moscow-interview
Have a happy day.
Jón Þór