This part is why Ive heard so many people describe the series as heartbreaking.

It has a lot more impact in the anime. For one you can't control the rate its coming at you. There is much more pathos too, the music etc.

I tend to think that the disapearance of Sai and how fans react to this has generated more fanfiction than any other idea. People interpret it in different ways. I also find it pretty religiously ambiguous, which is probably wholly deliberate.