The ego-self is likely hurt when the expectations it has haven’t been met.
Ego wants things to be a certain way and if it doesn’t get it, it gets hurt. But it gets hurt in more of the sense of a kid not getting the candy they want at the grocery store.
And in most situations, the thing our ego wanted, wasn’t that great or necessary to begin with. It could have made the thing you wanted an illusion built up over time.