Mazer -
I lost my therapist after 2 years of working with her from Sept 06-Sept 08. It ripped my heart out. I still sometimes cry over it.
A loss is a loss and you have the right to grieve it. Therapy touches us in the deepest and sorest of places and tries to help us find healing. What a personal bond you have to build with that person. To lose them, is of course painful.
What you are feeling is most definitely normal.
As I was told by my current therapist, yes it is painful, but try to focus on all the things you gained from the relationship instead of the fact that it is over. That's hard... I know.
Safe hugs.