When I come across a piece of media that really clicks for me, whether it's a game or tv show or book series, I tend to get really invested in it. Then, when it's over, I inevitably have a sort of emotional crash. I'll spend anywhere from an evening to a few days going over it, replaying the most intense moments in my head, contextualizing the things that happened over the whole thing, but mostly just feeling unbelievably miserable that it's over and there won't be any more. It's cost me sleep once or twice.
Coming out of that, I'll usually have a second phase where I'm "getting over it" and it seems less important, at which point I start feeling sad and guilty that...the intensity of the experience is fading? That I can't remember the highs and lows as clearly? Because a part of me still thinks it ought to be really important. It's a while before I let go and move on with my life.
I'm in the middle of this phase today.
Sometimes I really wish I could just enjoy good media like a normal person, without the whole thing playing out like a melodramatic high school relationship. Sure, when I enjoy things I enjoy them really intensely, but my friends (quite reasonably) don't really have much patience left for my periodic nosedives into depression because of really goddamn trivial things. If your entertainment is making you this upset, you are probably doing it wrong.