The impression I got from Lee Se-dol in the Netflix documentary was that he had a lot of his identity tied up in this (particularly being the best Go player in the world). Not a huge surprise given the time and effort required to do it, but there's probably a healthier mental framing (I think Kasparov has a healthier one).
If people give up on learning or doing something every time someone or something else can do it better then there's going to be a lot of disappointment as things continue to move forward.