Yeah, I'm a very emotional novel writer, so I live my protag's successes and defeats.
I'm actually resigned to writing chapters of stuff that never even makes it into the final version of the novel, just because I want my characters to have a nice day before I torment them again. It's like restitution-in-advance.
Interestingly (at least to me), it's far more intellectual when I write shorts. I more often
think their pain, rather than feeling it. Maybe because the story's over before I have a chance to get truly attached.
I really like writing both shorts and novels, though.