Did you read the study you posted? Interesting study, I must say. Interesting peer review too.It's a great song.
Context is important. Almost all songs are not written about you...
Otherwise:
It actually indicates that very little correlation was found with music, and that most of the causal relationship was actually found to be the other way around, as in people join alternative subcultures because they feel more at risk, not they are more at risk due to being in the alternative subculture.
Additionally, they also joined the subculture due to being bullied for being different etc. Most of the statements of music are also debunked:
"Nonetheless, while a variety of plausible mediating mechanisms exist, it is not yet clear what it is about alternative subculture affiliation (or alternative music preference) that could contribute to the risk of self-harm. This research requires interpretation within the wider context of public concern around alternative subcultures and their impact on the mental health of young people. This public concern has at times, unhelpfully, demonised alternative subcultures and music as a cause of problems including self-harm (Hjelm, Kahn-Harris & LeVine, 2011; Varas-Díaz, Rivera-Segarra, Medina, Mendoza, González-Sepūlveda, 2015). There is currently not adequate evidence to draw conclusions that these alternative subcultures themselves are in any way harmful. Instead a justifiable stance is to view individuals belonging to such subcultures as a group at elevated risk of self-harm, whom we may need to better understand and support."