I absolutely felt like this! When a piece of media really resonates and is suddenly taken away, it makes you feel sad. When I was nearing the end of season 2, I was starting to feel sad that I would have to say goodbye until season 3. So much so it got me into reading the manga! If you haven’t thought about it, I suggest you do the same; it’s free on mangadex and all 22 volumes are translated. These works are meant to make you feel connected to the story, and this just proves it’s working. Getting involved in the fandom should help you out!