i think it's sorta normal to feel down when a piece of fiction has ntr (or any tragic element), it's honestly a blessing to be able to invest your emotions in a work of fiction so heavily.
in terms of fanfic/doujinshi having NTR contrary to the source material? i don't know if that's normal, tho it's probably just a matter of perspective. for me, i'm able to form a strong disconnect between original source material and its subsequent fan material. i've never really seen the appeal of fanfic/shipping on its own, so i naturally hold little emotional investment in fan material. I know Chi-Chi isn't gonna bang Gohan while Goku is out fighting god knows what - such a scenario is inconceivable in the realm of Akira Toriyama's dragonball, so I don't end up caring when it happens in doujinshi.
but for original media/source material, i totally get it. berserk has such a beautiful romance story during the golden age arc, and the eclipse emotionally hurts all the more for it. if you *weren't* able to feel sorrow for fictional tragedies such as that, then fiction simply isn't for you