No you're definitely not being a cry-baby. It is a loss. We naturally grieve loss, whether it be death, retirement, moving away etc..
Six years is a long time to have worked with someone, and you likely got to know each other pretty well. Mourning the loss of that therapy relationship will take time. Give yourself the time and space to grieve for it, it sounds as though that's what you need right now, and stop with the beating yourself up over it.