This is what happens to people who are really into a book, TV series, anime, or even a movie, and they get to the end of the story, and fall into depression. The main reason is because of the loss of the interaction with the characters in the story. Through the story, they learned who the characters were, and almost became friends with the characters. This can happen especially if there is really good character development.

The end of the story meant that they could no longer "hang out" with the characters, or see what they were up to. The reader/watcher now feels like he/she has lost a friend.

This has happened to me with a number of times, with the manga Blade of the Immortal, the anime series Neon Genesis Evangelion, and most recently serial experiments lain.

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