Because it's your biological instinct. All organisms are designed to survive and reproduce. The (biological) goal of life is to survive and pass your genes on to the next generation. It's only natural that people would want kids, and feel sad if they couldn't. I think that this would be a subconscious, instinctual sadness if the person doesn't want kids. Maybe this sadness is amplified for women because most have a built-in drive to nurture and care for someone. Most women want to have and raise kids. Personally, I don't have these urges.