I always thought that was what made it worse; when he finally began to open up to the idea of Rose being with him for 'forever', when he finally began to let his guard down and believe, she was taken away from him. And it made it so much worse :(

Yep. Although sometimes, part of me wonders whether he sent her across to the parallel 'verse as a kind of test – to see if she'd really meant "for ever".