Unless you're giving R-CHOP for colon cancer or FOLFOX for lung cancer, it's important to recognize that it's the disease and the treatment that's the issue, not you or the patient. Yes, it's frustrating when the tumor doesn't read the study that showed it was supposed to respond, but then again, not everyone responds. as @HemeOncHopeful19 states, you and the patient are doing the best you can in the situation you find yourselves.
I will also say that it generally gets easier as you go further in your career. Not that giving that information gets easier, more that you get a much larger denominator of patients who do well so the bad ones don't hit so hard.
That said, there are some that still hit hard. So far this week I've seen 2 people under age 45 who are s/p pelvic exent for locally advanced rectal cancer, One with positive margins and one with 0% response to neoadjuvant chemo, as well as an under 40 woman who was diagnosed with met breast the week after she stopped her adjuvant endocrine therapy after 8 years. So...some days/weeks just suck.