This has happened to me four times in the last year and a half and it never gets easier. Only four people have ever been friends with me for over a year, one of whom I haven't talked to in a very long time, and the other three have disappeared since last August without explanation. (No, the four who left me aren't the four I'm talking about in the last sentence - that's simply a numerical coincidence.)
Unfortunately, this is common for those of us with mental illnesses, which is bipolar disorder in my case. People meet me when I'm perfectly stable and leave when my brain chemistry goes out of control. More specifically, the more introverted people leave when I got hypomanic because I'm being "too loud" and rambunctious, and everyone leaves me when I get depressed. Thankfully my brain doesn't go out of control very often because I'm good with my meds, but it still happens every few years, and sometimes several times a year.
Most of the time I'm numb about it because they leave when I'm already at my lowest. It's when I begin recovering that I'm drawn back into sadness because of the people I lost. Last week marked the second year in a row that nobody even offered to hang out with me on my birthday, but the last year of my life has been so bad that the lack of social interaction put me in the hospital this past weekend.
So no, I don't handle the loss of friends well because I only beat myself up about it. I shouldn't have been depressed, I shouldn't have cried, I shouldn't have burdened anyone by telling them I was upset or (at my worst) suicidal, and I shouldn't have been dumb enough to wish for someone to understand or care about me.