I was like this also. I believe part of this issue is that most children's books have an orphan as the lead character.
My daughter would not read anything in which the parents died or were dead. This severely limited her book selection, but she did not have the same issues as I did with this.
Many gifties have this problem because they compare to their lives and think deeply about their reading. Just this year, in sixth grade, she read Harry Potter and other books about orphans and was able to understand that this was not happening to her.
She brought up this subject a few days ago and wondered why so many books are like this. I believe that it gives the children more room to have adventures without a parent looking out for them and to most children, this is fantasy.
