A former pro friend of mine already told me: Losing alone at the other end of the world is tough, but winning alone at the other end of the world is just as tough. I found it curious, but then she explained that you want to share the joys of your life with the people you love. Winning a grueling match 7-6 in the third to reach a challenger final, but then eating alone in your hotel room in front of bad TV isn't that great either.
I have had the chance to follow a few players here and there on the ITF circuit, and believe me, I would NEVER want that life. The problem when you lose early in tournament is not only the fact that you lose, but the fact that you have so much time on your hands before the next tournament. You end up staying for a bit where you are to practice with girls who are still in the tournament (which is a reminder that you aren't), you need to pay for all of your expenses, you travel to the next random city where you sleep in a Super 8 on the side of a Illinois highway. It's certainly not glamorous.
In the end, the emotional toll is just not the same as any other job: in my every day life, I have days at work where I am more productive, others where it doesn't go well, but whether it goes well or not, I wake up the next morning, show up to my desk, and I'm paid anyways. For a tennis player, a bad day may end up in not covering your expenses for the week, not defending your points, etc. So much pressure.