Why did he go away sad? Because he realised that he had to possibly give up his possessions.
Jesus has just told him that one of the ways in the eyes of God to be perfect is to give to the poor. To be like God, who is the giver of every blessing.
It is possible that the rich man did not reslise, what he would get from God, if he decided to give up his riches and follow Jesus.
Perhaps he thought that he has achieved already, the purpose of his life, to become rich.
Just like many people in the world today, who think that is the purpose of their life.
But that is because they do not know, what God has for them, if they decide to give their life to him.
The rich man probably thought that he will be left with nothing, if he decided to follow Jesus. Many people today, think in the similar way.
But that is because they do not know that if they seek first the Kingdom of God, everything else will be added to them.
The rich man surely did not realise it, that is why he thought that he will be counted as a loser, if he became a Christian.