You are obviously very caring and compassionate, and anyone would be lucky to have you as a friend. But the information you have provided seems to indicate this is someone who was careful to compartmentalize your friendship into this "virtual only" little make-believe world. This is one of the problems that society in general has struggled with in this era of virtual on-line relationships.
It used to be that people you knew were people you could touch. You lived next to them, went to school with them, sat next to them in church every week, were part of a real physical community. Only after you created that real tactile relationship, someone could move away and you could keep in "touch" by writing a letter, and then (somewhat recently and in very rapid progression) by telegraph, telephone, and e-mail.
Now the paradigm has shifted. Our first contact is virtual in an on-line community. Only if we're very lucky does the virtual contact progress to contact by e-mail, telephone, and in extremely rare cases physical contact.
This allows some people to create play personas that are not always sustainable. Virtual reality and the virtual relationships we create here aren't always real. Some people, for good reasons and bad, treat their virtual relationships as "disposable." Because there's no real tactile community, you can just walk away when the relationship no longer meets your needs.
Sorry to get all social science-y. But my suggestion is to make sure you have a real community, a tactile one, where you make real friends that you see every day at home, at work, at church, whatever. Save your true compassion for those real relationships. Trust that your on-line friends have their own true realities as well. Have fun with them while you can, but don't let their comimgs and goings impact your real life in the same way as your real friends.