To the OP: megalowho posted a link to a Psychology Today blog that discussed studies showing correlations between listening to metal and troublesome behaviors. Hopefully by now you've learned in your psychology class that correlation does not equal causation, and will keep that in mind as you further explore this topic.
I study interpersonal communication and social psychology as part of my research, and there's a lot of research that's been conducted on the connection between communication skill and social anxiety. People who are anxious about interacting with others (due to low self-esteem or otherwise feeling incapable of doing so successfully) are more likely to avoid interaction. This can contribute to a reinforcing cycle where people who most need practice interacting with others are least likely to seek it out, because they are discouraged by the potential for performing unsatisfactorily and experiencing negative repercussions such as social rejection, shame/embarrassment, etc. If you're interested in this connection, do some research on communication competence--if you want specific references feel free to shoot me a PM.
I don't know of any studies on heavy metal specifically, but I think you may be on to something--it's probably just more complex than your original suggestion. I know a lot of people in countercultures like to think that violent/aggressive media doesn't have any effect on them, but it does. There are literally hundreds of studies demonstrating that violent video games, movies, and tv shows cause increases in aggression in research participants. Music is commonly used in social psychology experiments to manipulate mood because it creates predictable and significant changes (so, if I want to measure the effect of mood on decision-making, I can very easily create experimental groups of happy and sad participants just by making them listen to happy and sad songs in the first part of the experiment). When I first learned about this I was, frankly, really pissed off, because I don't want to think that I'm that susceptible to media influence, especially negative influence of a medium (music) that I love so much. But there ya go.
So I think it's possible that you could hypothesize that people who listen to heavy metal are maybe already displaying some at-risk tendencies, engaging in troubling/troublesome behavior for a variety of reasons. Then, through engaging with the genre, it reinforces isolationist and incompetent social outlooks and behaviors either by affecting mood or by validating and reinforcing existing moods/opinions. Obviously this isn't going to apply to every single person who listens to heavy metal, but a general trend might emerge that has some merit. It would, nonetheless, be an interesting study (or series of studies) to do.
All that being said, I think being aware that music can have a powerful impact is the first step to mitigating that impact on psychological health and social development. I know, for example, that it's very easy for me to hole up at home and not talk to other people and very quickly regress into social incompetence where I listen to dark, angry music, eat crap food, and don't bathe for days on end.
I know that's a problem, so I've actively developed strategies for dealing with it.
I think it's easy to read through a lot of the responses on this thread and get frustrated but I think it's just indicative that this is a notable issue for many of metal fans. If you want to get into the specific social science theories and stuff, shoot me a PM. I think this is really interesting but I've probably rambled on for long enough now.