Has nothing to do with your dominance - you are first, before being dominant, a human being. Which means you have feelings.
Any dominant that didn't feel - I'd deem as being unstable, myself.
Time will heal the pain, and try your best to learn whatever lessons there are to learn from the entire experience, and don't allow it to make you become bitter.
Dominants are people too. We laugh, we cry, we love and we hurt. There is no shame in being human.
Does the woman in question know how you feel about her? Perhaps it is time for a talk if she doesn't. If she does know and still decides to go the best you can do is let her go with your head up. It is hard, but we've all had to watch someone we loved walk away. The last time it happened to me, I took some time off from dating (I date my subs) and let myself heal. It helped a lot. Also, try going to some munches and making some friends. That can help also.