Yes...it's sad when things don't fall into place the way we wish they would.
But as you write, it's better to know than to rely on wishful thinking and then have greater distress when the real world corrects mistaken assumptions.
Good for you for talking to her! I think that opening up to people can be habit-forming, and it's generally a good habit to have if you want deep relationships. I hope you find someone else that you really like.