I get that feeling too. I think its pretty normal with a great story (for me that also includes series, movies or games). But I must admit, that I kinda like that feeling.

I often take an intentional break for a few days (sometimes even weeks) when that feeling happens and dwell a little more on the story. I guess that feeling means that the book has touched you in some way and is now a part of you. And THAT is what I want actually.

But you asked for tips so here is mine:

To cope with that feeling, I often write about the book in my journal. Why I think it has impacted me so much, learnings that I withdraw from it etc. You said you compare the protagonists life with yours and that makes you sad, because their life is "perfect" compared to yours. Well that means you admire something about them. Find out what that is. And try to implement that in your own life. I know that sounds cheesy or like life-guru bullshit but it hepls a lot to reflect while writing. And it helps to get rid of that feeling quicker, like you want it :)