This feeling I get - sadness, heaviness, and a hint of disgust - didn't used to happen. I used to feel suspense, nothing more. What changed? I became a therapist.
I think it is the result of what they call secondary or vicarious trauma - the emotional side effect of listening to, and being empathically attuned with people who are suffering. It's most often associated with trauma treatment, with good reason: listening to horrific things that have happened to people, particularly at the hands of other people, shatters our illusions and forces us to confront the cruelty people are capable of.
However, I don't think vicarious trauma is limited to only explicitly trauma-focused therapy. After all, most people have encountered some form of hardship in their lives, and people who present for mental health treatment are likely to have encountered mistreatment, stigma, and/or oppression in various shapes and sizes. Then there is the trauma of what is happening in their own minds. Most obviously in delusions and hallucinations, but also in problems as mundane as depression and anxiety, psychiatric conditions involve distorted thinking. It can be hard to keep your footing in reality while also experiencing genuine empathy.
We sometimes speak of the effects of empathic connection with someone who is suffering as a form of countertransference. It's not the traditional, psychoanalytic definition, but it is certainly an emotional response elicited by clients. When I sit with someone who is depressed, I feel like I am under water. When I sit with someone who is manic, I feel like I'm coming out of my skin. I used to feel like my brain might short-circuit when I sat with someone psychotic (before I learned not to follow them too far into the abyss).
These feelings I get are not problematic, but rather an invaluable source of information. They also stop when the client leaves the office. When I was a student, I wasn't as good at letting go of the feelings, and often felt overwhelmed by the onslaught of my responses at the end of the day. I have learned to let them go, and to compartmentalize, and to protect the core of myself from the wash of other people's emotions, to stay anchored while I step into someone else's experience. I am intentional about self-care to maintain my stability. I almost wouldn't even notice emotional side effects of doing this work...if it wasn't for the crime dramas.
The best explanation I can come up with is that I see and hear enough real-life drama - crime and otherwise - to take all the entertainment value out of those TV shows. It doesn't help me slough off whatever feelings might be left from the day's work, but magnifies them. I just can't enjoy them anymore. (But, of course, it's worth giving up those shows to do meaningful work that I do enjoy).
Have you noticed any ways that your work affects what you do or enjoy in your outside life?