Why would one risk everything for love just to have it then lose it when things don't go as planned?

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How else would one learn how to love? If one couldn’t do it, one would forever remain separated from love.

One time a man came to an enlightened master and said he wanted to reach God. “Did you ever love anyone in your life?” the master asked. “No”, said the man, “I reserve all my love for the Divine, I can’t waste it on the mundane. It is only God I am interested in, nothing else”. The master said: “Go away and don’t come back to me before you learn how to love. You are not ready for the Divine”.

He was a wise, true master.