Oh, I'm the same with both books and video games (and shows too, yeah). Like, I feel really fulfilled when I finish them, but there's always that initial space afterwards where it's like... is it really over? So that's it, huh. What exactly do I do now? Something that became a part of me just kind of disappeared and so yeah, it's pretty sad.
But again, it can be fulfilling, too. Maybe it doesn't seem like the typical form of accomplishment, but it is one. + all the experience you get out of it (I know people'll say stuff like that might be a waste of time, but I think there's def. stuff to be gained from it so I don't see it that way at all).