Maybe it is as simple as the fact that Women pick Men. Men have little less control on who they choose and get as mates. Hence, we tend to feel that we will never be able to replace them.
The ironic thing is as long as we are submitting to depression, we will never meet the next and in my experience better mate. This is just one of the costs of a breakup -> Opportuntity Costs. When I add the rest of your investment (time, money, emotional committment) I will make sure (to the best of my ability) to avoid a breakup situtation as much as possible. How? By not giving to much too soon, never ever giving up my social network, and qualify early!