I won't tell you how to feel, but Boston fans have dealt with this twice in recent history:
1. The obvious one is the 2013 Celtics, mentioned above. Steph is still a step better than either Pierce/KG were at that point, but if it's Steph/Draymond vs Pierce/KG, the comp isn't far off. The 2013 Celtics went 41-40 and finished 7th in the east, and lost in round 1 to the Knicks in 6. That series still means something to me - NY went up 3-0, Boston won games 4 and 5 and was down by 26 early in the 4th quarter of game 6 (and that margin means more then than it does now, given that the final score was just 88-80). Boston went on a 20-0 run to make it competitive in the final minutes before the Knicks finally shut the door:
View: https://youtu.be/oFIs_fo8cug?si=UsU_mAvlucePjQcr
I doubt anyone outside of Celtics fans (and maybe some Knicks fans) remembers exactly how the Pierce/KG era ended, but they went out with their heads held high, and it felt right that it ended after that. It goes without saying that the last 7-8 years of Celtics success don't happen without that trade, but Steph obviously means a lot more to the Warriors than Pierce/KG meant to the Celtics, it's harder to let go. Boston fans do have a pretty good Steph comp, outside of the NBA:
2. Tom Brady leaving the Pats in 2020. The aftermath of that move was far worse (Brady was still clearly a top 5 QB and probably should've won another MVP in 2021 to go along with his super bowl MVP in 2020), but at least for me, seeing him finish his career somewhere else doesn't diminish any of the memories that came before it (and I was definitely still rooting for him in Tampa other than when they played the Pats, but I realize that fewer people felt that way at the time). Now that he's a couple of years retired, I'm happy that his title elsewhere cemented his legacy in a way that it just couldn't have happened if he'd stayed till the bitter end in New England, even if he'd won another title here. And I say this knowing full well that he left as a free agent, all the Pats got was dead cap space. With a bit of luck, the Warriors could turn Steph/Draymond into something real.