I had a similar experience when I lost my first tarantula - she'd only been here 2 days and never did well, I stayed up with her trying to give her water and keep her warm and finally had to admit I was doing more harm than good by intervening. I was shocked how hard I took it, I was in tears. But I think with spiders and sometimes reptiles it's hard because the relationship is very one-sided - you can care about them a lot but they don't understand that you're trying to help, and they take no comfort from you being there like a dog would. With a cat or dog that's sick or hurt, just you being there with them helps a lot, because they understand you're going to help them. I know people who work with injured wildlife and even a hawk or coyote will sometimes sit quietly for treatment because they start to put together "oh, this weird animal isn't here to hurt me."
With exotics too it can be hard to find people who understand and who won't say "well it was just a spider / it was just a lizard" etc etc. But I'm sure everybody here understands and knows how hard it can be.