Emotions are complicated. This isn't something you need to be told by a psychologist, it's something that as a human being you intrinsically understand to be true. The advantage of complicated things is that you get to explore them, really dive into them and dissect them. Maybe you'll never understand the exact science behind it, but getting to see the potential for each individual feeling is something that gaming does very well. After all, with an interactive medium such as this we can become another person and inhabit their heart, see what they see and feel what they feel - to a certain degree, anyway. Inevitably your own experience will influence just how much you can empathise with any story, but sometimes even if you haven't experienced something first-hand, maybe going through it in a game helps give you an idea of the real-world emotions that come with it.
There are plenty of instances of anger, love, fear, and joy in video games, but there are far fewer instances of grief. Grief is complicated. It is simultaneously all-consuming and life-altering. No one goes through it and is the same at the end as they were before it. Grief can be black and heavy, dragging you down into its depths and trying to drown you. Grief can be grey and apathetic, sucking your soul out of you and refusing to give it back. Grief can also be white and blinding, sparking within you a rage that can be targeted at anyone, an anger that will try and immolate you from the inside out. I've felt so many different kinds of grief. Unfortunately I have lost a few people I care about. But none hit harder than losing my brother.
Replicating that in a game is almost impossible. Joy is relatively easy to replicate because finally beating a boss after countless attempts is euphoric. Anger can be generated in the same way: after the 17th loss to any monstrosity you're going to feel angry. Grief just isn't like that. Losing some progress in a game sucks and seeing a character you love butchered is rough, but at the end of the day it's only a game. To really be able to relate to a feeling of loss you need to see the character working through the grief, see the fallout, not just whatever caused it.