Again, while what you say is true at face value, Zoltan, you can not explain away Mahler 6 by simply saying that it's exclusively about Mahler's own insecurities. I would rather embrace the cathartic, Greek tragedy explanation. Also, in my opinion, you can not compare those times to today. It's true that we're ALWAYS living in times of uncertainty. But at that time, the world had entered its first, truly global economic period. Yet, the political systems were still tied to outdated and inflexible leadership from the aristocracy and monarchies. Furthermore, Europe was experiencing an arms buildup of huge proportions. Europe's answer to solving geo/political issues had ALWAYS been armed conflict. Even within the 19th century, two conflicts were huge in setting the stage for Germany's unification, and thus, ascension as a world power: the Franco-Prussian War, and the Austro-Prussian War. As I mentioned before, plenty of artists and intellectuals - probably anybody who took the time to add one and one together - saw that the old ways of dealing with big issues in Europe was headed for a dead end street. Probably few Europeans today would deny this. That's one big reason why today, Europeans are so hesitant to throw themselves into geo/political conflicts in the Middle East and Central Asia. In fact, they've become so "gun shy", that they are nearly incapable of dealing with geo/political problems in the Balkans - an ancient hot-spot of trouble for the rest of Europe.
Today, in spite of having to eradicate terrorist organizations, we have nothing to compare with that sort of situation. The prospect of the world blowing itself apart in nuclear conflict was pretty much stopped cold (no pun intended) during the Cuban Missile Crises, as well as Reagan's strategy out of out-spending the Soviet empire (if not stopped, at least greatly delayed). Can you imagine how people felt at the world exposition in Paris in 1900, when they saw great quantities of huge guns on display from Krupp, Skoda, Vickers, and whomever the main French gun makers might have been? Uneasy, to say the least.
Also, to my mind, the "Gay Vienna" explanation (Fin de siecle Vienna) isn't entirely adequate either. By this point, from a purely military standpoint, Austria-Hungary was already in the basket of a unified Germany. The Kaiser was already meddling heavily in Hapsburg politics, particularly in matters dealing with their Eastern neighbors (and Balkans). I do not see Mahler as someone who spent lots of time and energy paying attention to Arthur Schnitzler, Karl Krauss, Hugo von Hoffmansthal, Gustav Klimt, Kolo Moser, Josef Hoffmann, or any of the other key members of a self conscious, indigenous art nouveau moment, quaintly called "Jugenstil". Certainly he would have been aware of them, if not also on friendly terms. But he was also too self absorbed in pushing his own career, his own agenda, and his own artistic ideals, which - in my opinion - were far more universal in their scope and aim. Mahler was already thinking well beyond Vienna.