Bitcoins get lost all the time, lost private keys.
Bitcoin is Bitcoin by itself. It does not lose anything by itself.
What or who lost? The people who owned bitcoin lost private keys and lost their bitcoins. You must correct the sentence.
In time we will have fewer and fewer bitcoins, currently it is thought 3-4 million bitcoins are already lost.
It is only estimation which is estimated by inactive UTXOs. Estimations are always not exact numbers for what's actually going on and the exact number of lost bitcoins.
This makes me sad.
You should feel more happy about that because those coins lost for good.

Lost coins only make everyone else's coins worth slightly more. Think of it as a donation to everyone.
They are lost for good. Think of it like someone losing their wallet in the ocean. It seems like it would be a problem but it's really not that significant. People lose their gold jewelry all the time but it doesn't make much of a difference to the value of gold.