You'd have to define "sad" but naturally there's a sense of emptiness immediately after a friend disappears from your life. Someone you've learned to know and share jokes and interests with. Not every colleague is a friend though.

Depends, but not really.

It's like saying sorry for someone getting divorced.... in all likely hood you should be happy for them and congratulating them on ending a toxic relationship.

I feel sad if this means I have more work and responsibilities for same amount of pay. Otherwise - no.