I'm guessing part of the reason for the let down wasn't because they wanted the crystal as treasure, but because they reached the object of the quest...
and had it stolen away from them in an instant.
I suspect you'd have gotten the same kind of reaction even if the object of the quest was something much more mundane than an artifact.
Lesson to be learned:
Even if you plan on taking away a hard-won gain in the end, make sure you give the PCs a chance to bask in the glow of their accomplishments and to think that they've succeeded in the quest. I've seen other discussions on this board about people having similar problems and one thing that keeps coming to mind is the frenetic sounding paces of some games. The PCs are going from one fire to the next, or in this case, going from one long adventure to another without really feeling they've met any goals. Without the chance to revel in what you've done, it all seems like such a chore.