Losing in sports should never tie to depression or misery for mature, adult fans. Although some fans likely struggle to control their emotions more than others.
Yes, I can confess the 1984 Orange Bowl loss to Miami -- when I was 14 -- made me miserable. Eventually I grew up and realized there's zero reason to allow a game -- which a fan has zero control on the outcome -- to bring me down. Quite often during the season, I'll watch Nebraska lose during the day and that night I'm loving life at a concert. It's not hard to move on.
I believe some interpret negative criticism as misery -- especially those who most strongly support Frost.
I commonly see Frost critics providing an unkind analysis -- and those who are more supportive of Frost are bothered by it -- so they call out the fans or on occasion complain to the moderators. The "misery" seems to be tied to those who are bothered by the negative criticism.
I highly doubt more than a small percentage of Nebraska fans are truly miserable. There's a lot else to life which means quite a bit more -- at least I "hope" that's the case for everyone.