I think there's probably a variety of factors why some experience it and others may not. Several articles I've read make mention of the chemical imbalance that can occur after an intense session in which one's body releases a lot of endorphins, epinephrine and adrenaline all at once and then afterwards you're coming down off of that high and it's akin to withdrawal.

For me personally, I know that there's also the factor of having anticipated and looked forward to a session with my Mistress for so long and that the time with her is so intense and so mesmerizing that when it's over and I'm back to my "vanilla" world, it's a bit depressing. In a way, it's kind of like post vacation blues. As another article stated, our memories begin to create a stark contrast between the sweet pleasure of 'what was' and the less appealing 'what is'.