Certainly there seems to have been an awareness of passing time and the inevitable fact that less time is left than what's been had alongside the sense of regret and loss (both real and felt) that goes with it.
Indeed...Justin's definitive song about the passing time is maybe "I need more time" released now 6 years ago

but the feel of this song for me is more desperate, anxious, than pure melancholy...when i was 20, then 25, then 30, i wasn't thinking about future and the passing time but now that i'm 40 i'm thinking about all of this

...especially like you wrote "the sense of regret and loss (both real and felt) that goes with it".

after all it would be a bit weird for a post 60 year old chap to banging on about things in the same way as an angry young man.
I was listening today to the "Vengeance" album...very different music, lyrics and man, indeed!
Maybe Johnz is right that "Carnival" was the first NMA album with "somberness" but melancholy has been here and there for a long time now, even in late 80's/90's albums ("The attack", "Ballad", "Green and grey", "Family life", "Nothing touches", "These words", "Drummy B", "Headlights"...)
There probably are more melancholy songs in later albums but there have always been NMA songs with a melancholy feel; Love Songs, Marrakesh are two that spring to mind, and as I type Ballad, RIP and Curse all have come up. And Modern Times. And One Bullet.
and of course Justin's masterpiece album "Navigating by the stars" so full of melancholy IMO.