A phrase used in response to someone who is disappointed in a thing that turns out to be underwhelming and bad/mediocre to assure them that can just be how things go sometimes.
"This game is an unfinished mess. Why would they remove even the basic elements of a first person shooter?"
"Don't be sad, this is how it works out sometimes"
"Don't be sad."
That's literally what you tell somebody when they're feeling bad or simply are sad.
You're trying to comfort them.
Sarah: “Ugh, I hate my life. I feel so sad right now.”
George: “Aw, don't be sad! Life goes on, it's going to get better soon.”