How are women fine with sex without an orgasm?

Women don't always get an orgasm, it happens. I'm surprised by how well past girlfriends have took it though, and say "it was still great!".

How was it still great?!? Don't you need that final release? At times when I don't get to finish my body literally hurts, I get frustrated and moody. Don't women get these problems as well at unsuccesful sessions?