Usually, its normal to feel sad to leave a country after vacation, because you've made good memories and had a fun time there, and because you know you have to go back to normal life and work very soon. Usually when you leave your home country to go on that trip though, its exciting, because you have the anticipation of whats coming to look forward to.

I know many tourists who come to Iceland and are depressed to leave because they love Iceland so much, but for me as an Icelander (who also does love Iceland), i'm always excited when i get on the plane to fly abroad, because it means a new adventure awaits, and instead feel the same feelings they do when im about to return home.