A Believer's heart is like a bird. One wing is Hope. The other wing is Fear. The head of the bird, is Love. (Ibn Al-Qayyim, Madarij al-Salikin)
I think what you feel is not sadness, but rather some form of fear, similar to the fear of losing a loved one. Insha'Allah you'll be rewarded for this, for it is a form of Ibadah. The key is the believer should keep some balance between the three, in order for the bird to fly smoothly towards its goal. The scholars say between hope and fear, if one should be more than the other, than let fear be the stronger when you are young, and let hope be more when you are older, i.e. near your end.
Allah swt knows best.