I think it's inevitable for children to be sad if their parents separate, but that doesn't necessarily means anyone did anything wrong. Not all relationships work out and some of those are bound to have children already.

Not to say some family therapy would be a bad thing but none of what you said seems alarming or unusual to me, but negative and painful experiences are a part of life, and in the end it's not like someone died, so even if as a parent it may really hurt to see your child experiencing sadness, there's nothing inherently dangerous about it. Of course, a professional could probably help all of you manage and cope in a better way.