I think sadness is a natural sign that you've been hurt in some way, or that your needs are being met. It has to do IMO with the understanding of what's in your heart, and how your mental attitudes and patterns may be affecting the outcomes because of situations you've put yourself in.
I always place an introspective attitude to examine myself first before projecting it onto others. There are certain exceptions though, like grieving for someone that was close to you that has passed on.