Yes, it is better to have loved. Even if that lost is devastating. Even if that lost means you find it hard to breath and if the world ended, you would welcome it. And yes, I have most certainly experienced it.
But then you keep going. Cherish the love you had, struggle through the love you lost and carry them both with you. Take all the experiences and learn and grow from them. It is your choice to either let them burden you or let them uplift you to a new stage in your life.