It is very easy to become attached to them. No matter whether its a frog or an insect pets become part of your family and you may even love them like you would love a dog or cat. I care deeply for all of my 20 frogs and when one is lost I feel that pain as if I lost a family member. All of mine, but 2 have been raised from nickel to quarter sized froglets and when you watch them grow and mature it makes it that much harder when they're sick.
Now not everyone has a heart like that and some people don't feel remorse when they lose their frog. They see it as an object of entertainment or amusment so when it dies they just replace it like a pair of shoes. Some connot just be replaced and I know that all to well.
Worrying is ok. Just try not to become too stressed. They can sense your emotions and become stressed themselves.