I think it's maybe because that "stranger" isn't a stranger at all. They are a human who has helped you. They are a friend. Sure not like a traditional friend... There are professional boundaries and a business relationship but they are there for you like a friend would be. Or just drop the labels and say they are simply another human who has helped you. So of course you can feel sad if you part with them. Maybe others just cope better because they feel more confident knowing they will find someone else based on their life experiences (less insecurity in this area) or maybe they weren't as connected or maybe they are just in a better place emotionally having had therapy so they don't "need" it as much. I don't think you're doing anything wrong. I think you are lucky you had that connection to begin with, and it's normal to feel sad but you have to cope with it. Maybe talk to your next t about that?