I don't think it's sad at all...maybe because I'm sad.
Some of my favourite childhood memories are from computer games, especially RPGs. I had a tear in my eye at one pivotal moment of Illusion of Time (AKA Illusion of Gaia) on the Super Nintendo.
Terranigma (also SNES) is my favourite game of all-time, and that was largely down to the story.
Riding Epona (the horse) across Hyrule Field as the sun rises in Ocarina of Time. The music is so beautiful too. Sometimes games are better than real life!
I've also had a lot of fun playing multiplayer games, particularly battles on Tetris Attack (nothing like the famous Tetris) with my brother. Co-op on another SNES RPG, Secret of Mana. Endless summers in a friend's bedroom - that was painted black with the curtains drawn while the sun beat down outside - playing Olympic Summer Games (1996) and others. Multiplayer till the early hours on Goldeneye, then Perfect Dark, WWF No Mercy.
The Curse of Monkey Island on PC was hilarious at times. Guybrush Threepwood was one of my favourite characters from game or film, and it was funny that the skull was called Murray, the name of my driving instructor at the time.
Winning the Champions League with Rushden & Diamonds on Champtionship Manager (back in 00/01) with a star player called Lorenzo Tramarin - an Italian footballer I Googled who didn't make it professionally.
I still remember the exact moment I first played Mario 64.
Grand Theft Auto: Vice City - I never thought stealing cars and running people over could be so much fun. And Blast Corps, where the aim is to demolish buildings by doing things like swinging the back of a dump-truck into them.
Pikmin - I want to cry when I accidentally kill them off. How do Nintendo do that???
Some of my favourite pieces of music are from computer games, or remixes of music from games.
So there's my short answer.
I don't play games so much anymore, only with friends really.