I do believe John Cleese has felt the Sehnsucht. When asked by Margaret Throsby of ABC Classic FM why Mascagni’s Easter Hymn from Cavalleria Rusticana made him cry he says “it’s almost as though there’s a promise of something better”. Then I love it when he says 'the definition of great art for me isn’t a verbal one, it’s does it really touch something in you that you can’t quite explain'. Yes. Boo to all the art bollocks.
Mascagni’s Easter Hymn doesn’t really do it for me, but the Intermezzo from Cavalleria Rusticana does – from 1.35 mins on in that youtube – le sigh. Or Rachmaninov’s Vespers, for something more similar to Easter Hymn.
I listened to the whole of the interview with John Cleese here and quite enjoyed it. He answers such questions as 'are you ever incandescently happy' (from 49.35 minutes on) which he answers along the lines of keeping your pleasures simple etc.