The heart break of Never Let Me Go is the delusions the children carry with them into adulthood. They never get to enter the real world. They go from boarding school to a few brief years of freedom living with others like them, but they never get to really interact with the real world.
They believe the rumor that if two of them are truly in love, they can defer their donations, put off “completion” and live a happy life. When they are finally forced to confront the truth, the experiment that was their childhood, death is the only conclusion.