It hurts so much because it represents the end of hope—hope that you'd one day have a loving, involved dad, hope that he'd finally live up to his responsibilities, hope that you'd build the close relationship with him that all daughters desire. It's devastating because it's something outside of your control. You wish that it could be different, but you don't have the power to change it.
When a parent walks away from us, it's a rejection that stings. We might question what it is about us that made them leave. In reality, though, it had everything to do with them and their weaknesses and nothing to do with us. Yet, some of us get stuck in blaming ourselves, leading to years of self-hatred and self-harm.
The best thing to do is stay connected to your feelings: write about them, share them with others, and, if necessary, talk about them with a counselor. Mr. Rogers said this about communicating our emotional heartache: “Anything that's human is mentionable, and anything that is mentionable can be manageable. When we talk about our feelings, they become less overwhelming, less upsetting, and less scary.”
Your feelings are understandable. Please open up about them to loving people in your life.