Losing something that was never yours, really hurts?

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Why does it hurt more when you lose something you really wanted but will never be yours? For example, a dress on the shop that you are wishing to buy but still not enough money for it. The time you got the money, you found out that the dress was already sold. It sure hurt our feelings, right? Why? "Maybe" because the idea that you may had it. That "maybe" sneaks on all of us is more painful than having something and then losing it. Let me have yours.