I feel bad too. You're not alone. I try to remember not to humanize them as much as possible, though I do it to a fault especially when they are sick, cold, hot, etc. They aren't humans and they don't feel temperatures and emotions the same way we do. All we can do is make them as comfortable as possible and keep a close eye on them. We can try anything and everything to keep them safe, but there is so much that we can't control. (I've learned a lot from these birds.)
I'll try to stop worrying now.