Learn English – word for being sad about knowing that the things that make you happy will eventually go away

I would call that "anticlimactic", a form of anticlimax, where the resulting event does not really live up to the expectations of that event.

Perhaps acceptance captures some of the sense you're seeking (see painful acceptance below).

You try, and you try, and you try, until you reach the point where you can try no more. You have slowly come to the certain realization that you will never get what you want and need, that there's nowhere to go with the relationship, that there's no future.

You have two options: continue down the road to nowhere, or call it quits. You're not going to want to call it quits unless you believe, with all your heart, that you've done everything you could to make it work: that's the only way you're going to be able to sleep at night, knowing that you did everything you could.

When at last you reach the point of calling it quits, and you make the painful decision to end it, you resign yourself to the outcome, to a new and different future. You don't want to do it, you really don't, but you have no choice. The die is cast.

That's acceptance, at least as I imagine it in the context of your question.

You could call your feeling of "what might have been" a painful acceptance. It looks both backward (painful) and forward (acceptance).