A lot of people think that if you have faith, or believe in Jesus and go to church every Sunday, then you must be happy...like, all of the time. People search for the 'happy' faith, the one that will make them feel like they are walking on air 24/7.
That is not true, and I can attest to that. I've been going through a period of what many people would call the 'Dark Night of the Soul'. Even though I have faith in Jesus, go to Mass every Sunday (and most Wednesdays), I still do not feel the emotional benefit of that faith. I feel very empty, almost like I can feel nothing at all, and this has been going on for over two years.
Many saints have had this same feeling, including Mother Teresa and Saint Therese of Lisieux. In fact, Saint Therese asked her sisters not to put any medicine next to her bed because she was afraid she would be tempted to take her own life due to the sadness. We don't believe because it makes us happy, we believe because we know for a fact that God exists and that His Church is the Roman Catholic Church. Because we know this, we cannot turn away.
I don't know why God is allowing me to feel this way. Maybe it's purgative? But I know that I love Him and He loves me. Don't expect faith to always bring you happiness, that is not what it is about. I have to take up this cross and bear it, like He did. If you even feel that God has abandoned you, even though you know intellectually that He hasn't, just know that you may be on your way to becoming a saint.