Probably above my pay grade, but as I see it the issue is how we typically relate to the world that causes this kind of sadness, rather than the fact itself. It's like, even though I consciously understand nothing lasts forever, I can't help being sad by it. Some deep structure of my mind won't accept it. The Buddhist aim of insight meditation is, as I understand it, to get to a deep enough level of your mind that you finally accept this at your core. This brings about freedom/liberation, as from then on you're able to just go with the flow without the slightest desire for permanence (or anything really). At least, that's the sales pitch.
Wouldn't impermanence itself be impermanent then so we won't need be bothered by it too much?