I know, I hate that too. It's so sad. But there are just SO many reasons it can happen, and in a way it's one of nature's tests. Sometimes the baby doesn't hatch because there is something wrong with it--it's not strong enough, or it's deformed in some way. More often in artificial incubation, it has to do with something that went wrong during incubation. Too much humidity can cause the air cell not to develop well, and the little one may not be able to get its nose into the air far enough to breathe, and it drowns. Not enough humidity can cause the membrane to dry out and the little one can't punch through.
I do help babies pretty often when they get stuck. Sometimes they end up crippled, and then I know it was nature's test and they failed it. Sometimes they end up just fine, and I'm always glad I helped.
In the grand scheme of things, though, I have to remind myself that in the wild they would have an even worse chance of survival. It's a brutal world out there. So although I make mistakes and don't always do things perfectly, I'm giving them a chance they wouldn't have had otherwise.
And I believe that those little souls don't just disappear. They're on to some new adventure--I don't personally know what that adventure is, whether it's heaven or a new life or some other plane of existence altogether--but I believe it's something wonderful, and so I don't get to feeling too sad about it.