You feel disappointed when something happens that defeats your hope or aim for something you wanted1. This ‘wanted thing’ can be an object (e.g. a child hoping they get a certain toy for their birthday), an activity (e.g., going out for a hike), an event (e.g. your team winning the match), and so on.
Several factors determine how intensely the disappointment is experienced2. First of all, it depends on how important the hoped-for thing or event is to you. Finding out that a restaurant no longer serves your favorite dessert is disappointing, but not as disappointing as hearing that you did not get hired for your dream job. Secondly, it depends on the length of time that you have been hoping for the fortunate event: you feel more disappointed to be rejected by a person you have been in love with for years, than with someone you fell in love with the previous week. Thirdly, you can feel different levels of disappointment depending on how definitive the outcome is. If you try to get enrolled by a prestigious college but get rejected, you feel more disappointed if you only have one shot, than if you could try again next year.
In the comic, Murphy is hoping to get a date with his co-worker Jennifer. At first, his expectations increase as Jennifer gives him positive answers to his casual questions. However, when he finally asks the actual question, he immediately finds out that she was not interested after all, leaving him behind with crushed dreams.