It hurts when someone who is really close to your heart is the reason for your sadness , and that is very natural and it can happen with anyone.
If a small boy abuse a big man he will be hurted that a small boy abused him but if that boy was his son the father would have been heart broken.
I think this small example is enough to understand how the first paragraph i written is justified.
You need not think about the blood relation but even if a person you trusted alot hurts you it effect you more.
You can say that it is directly proportional relation , the more the person is near to your heart the more you will be hurted by him.
Till date i don't have a answer to this question , the question about how to avoid getting hurt like this , i really don't have a answer to that.
One can try to maintain a relationship gap that will help him get less hurted but again it's not in our hand and we often get attached to people.
I don't know if this is a universal problem or not but if someone reading here has a solution to it , please feel free to share it down in the comments so that i can read that.
Thank you