It very well might be, because losing your business can mean losing everything you have, including your home and your ability to pay for food. For many small business owners their business represents everything they have.
>I used to wonder how investors could throw themselves out of 10th floor windows after finding their shares had become worthless, whereas other folks who never owned any stock feel great.
Because it's not about having or not having stock, it's that those people found they had nothing left, while someone who never owned stock still has their job and their home. Imagine waking up tomorrow and learning that over night you lost all of your money and assets and you might see why this could break someone.
I'm guessing you're someone who's never had to face the real possibility of homelessness or going without food because you can't afford it, and on top of that knowing there's no clear way out of that situation.