Didn't you take one or more of the other Galen tests? I looked through a couple of them, but couldn't find you.
The purest Melancholy is ISTJ (both the IST "Chart the Course" part, as well as the SJ "Guardian/Stabilizer"), and it does have the tertiary Fi, so many descriptions do point out strong Feeling traits. They also point it out as very artistic (where in Keirsey's theory, it is the Sanguine/Dionysian SP). But it is otherwise a very strong Thinking temperament. INTJ is Melancholy-Choleric, so it figures it might match that on his chart.
Mel-Phleg seems to be INFJ, (the true "feeling" Melancholy), and INFP seems to be the pure Phlegmatic. Cognitively, it is very close to ISTJ, however (FiNeSiTe, vs SiTeFiNe). If you're Melancholy and Phlegmatic, you could actually be Phleg-Phleg-Mel in the Inclusion-Control-Affection system, in which the Melancholy part is in the area of Affection, which is the deepest level of the person, and not clearly represented in type. So you would see yourself as Melancholy while still possibly being an INFP.