A lack of closure in stories makes me sad

Often I feel sad when there is a lack of closure to an emotional event in a story, especially when it results in a false belief (even if the false belief comforts them). For example, I was playing Final Fantasy VII the other day and [spoilers ahead, I'm warning you] there was this character who was killed in war protecting the main character (who was experiencing blender memory), and then you meet his ex-girlfriend and his parents. His ex ends up getting killed not ever knowing the fate of him, and by the time your main character remembers, you still cannot tell his parents who are furious thinking his son just abandoned them. [Spoilers end] For some reason, that made me quite sad. I also become quite depressed (possibly clinically, but temporarily) when I read a story about someone raising a child, only to have to part with her and never see her again. Also, I feel sad when I see someone stringing others along by making up happy stories to mask the sad event, for example, forging letters to comfort a woman whose husband died in a war or something like that.

Is it normal that this makes me quite sad?