grieving something that never happened

Years ago I wanted a sister. There was this girl I met in the internet that I just connected with so well and I always envisioned her as my sister. Eventually I met her and we now see each other occasionally and have a close bond and meaningful connection. To this day, I still wish she was my sister. I feel that I grieve the idea. Is it possible to grieve something in your mind or something that never happened? How can I get over this? Sometimes my heart actually hurts at the thought