There is a self-inflicted kind of sadness that comes through wanting something we are not supposed to have. It's ultimately a desire for some kind of control, some way to keep things from going a certain way, from losing what we love.
Obviously love is a good thing. Loving and being passionate for things can be a good thing. But when we begin to fear losing those things (including power) we have started down a dark descent. We have made that thing (or keeping it) a god.
When we become the dictators of what must stay and what must go, we have entered a sure sort of sadness that almost inevitably leads to despair. When we hold things loosely, when we entrust them to the universe we get them back.