Yes, Bellatrix was Voldemort's most loyal follower and one of his strongest. Of course he would be upset over losing her. She was a valuable asset.
Voldemort is incapable of love (implied because he was conceived while his father was under the influence of a love potion). He and Bellatrix had Delphi because having a biological heir would be beneficial to him, and because of his obsession of being immortal, he possibly saw having his bloodline continue as a form of pseudo-immortality (many people actually see things this way). It's also possible that it was a reward of sorts for Bellatrix's loyalty.