Sounds like the coworker was your "work wife". People use that term jokingly, but it's a very real thing and there's often a lot of emotional intimacy in the relationship.

If the "work spouse" relationship is done correctly, there's no cheating on either party's spouse, either sexual or emotional. I suppose the closeness happens because you see that person so often and you work together closely.

It makes sense to me that you would miss your friend tremendously. I'd guess that your workplace might seem a little empty without her being there.

Do you see a therapist? I'm guessing that if you do, you've already discussed this with them.

When I did a seach for "work wife" just now, I got hits on several articles. This is a very common kind of relationship. Some relationships are fairly superficial, but some are very close.

The question seems to be more one of how you deal with your feelings now. I would vote for distraction and trying to do more things with your coworkers.