I think maybe it just has to do with the realization that this experience has been played through. It's the same sort of thing you get when you find a really amazing movie that you enjoy...only to find that, two hours later, you will never be able to experience it for the first time again.
Back in the older days of gaming, when graphics and story had a nice symbiosis, having a decent game that played for a hundred hours wasn't all that out of the ordinary. Playing, say, Sierra's old adventure games when they were brand new or during the heyday of the LucasArts era, you were basically in the middle of a gaming renaissance. Graphics were good and story was plentiful. There was less of a problem because there was so much game that you felt happy with what you'd accomplished.
Now, a lot of games absolutely slam you with the graphics (especially in the HD consoles) but the length of the story is somewhat lacking. These things are usually made up now with little extras that keep you playing or focusing more so on the multiplayer, but the actual story is usually short enough that, after you're done, you're bloody happy with what you got. That, in turn, is followed by the sad realization that what you just played was it. You aren't going to get anything like that again, not exact at least.
Judging by the folks posting here and my own thoughts, I'd say you're not alone in feeling the same way.