Could it be that you have an emotional dependence on your girlfriend? That her being down makes you feel better about yourself - especially being responsive too and looking after her own emotional needs. Thus when she is doing better and doesn't need that extra emotional support, that rewarding need to be a helper is left with a gaping hole.

I don't mean to say that this is negative nor that you are suconciously using her. I mean that it is more of a symbiotic relationship.