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In George Orwells 1984, why do we relate the Winston when he is beaten by Big Brother?

At some point in each of our lives, we have felt betrayed by someone we trusted.  Obviously, the circumstances of each betrayal (perceived or actual) differ from person to person; however, misplaced trust and its consequences are a universal truth.  Because Winston was hurt by someone he loved, we sympathize and relate to him.  In most of our minds, it is probably not the physical pain inflicted by Big Brother that most provokes in us a reaction, but the emotional and mental suffering associated with Winston being forced to see Big Brother as what he/it is that most affects us.

I believe that at the end of the book Winston has really given up on any hope. He has turned back into another one of Big Brother's machines. I believe that the feeling
of hopelessness he feels we also feel in our hearts.

I think it's because we recognize that power can create "truth."  When Winston really believes that 2 + 2 = 5, and he believes it and doesn't just say it, then we understand that objective reality isn't as "objective" as we may think.  The entire book tells us that the past is malleable, that it can be made into almost anything the people in power want it to be.  Even as we see this happening, we hold on to the hope that there IS an objective past, even if it is being "created" by the state.  When Winston makes his final confession, even this hope proves illusory.  We shared this hope with Winston; we are both let down.

What could be sadder, less hopefilled that Winston's final admission:  "He loved Big Brother."