"How about the quote 'how lucky I am to have something that makes saying goodbye so hard.' I assumed it was in the final chapter when Christopher Robin goes to school but it is not there... It is all over the Internet. Have you come across it? - Helen"
I definitely agree that this quote is most frequently attributed to Pooh in general, if not to Milne specifically. Above is one example of this quote from the intertubes, presented using crappy-typewriter font to make the text look more authentic. However, this attribution is completely wrong. This quote does not turn up in any Milne text at all; neither does it turn up in any Disney movies involving Pooh and chums. I've also seen this quote attributed to the movie "Annie!", which is also completely wrong.
The origin of this quote is in fact a 1975 movie called "The Other Side of the Mountain" about Jill Kinmont, whose chance at competing in the 1956 Winter Olympics is scuppered when she is paralyzed during a skiing accident. Apparently her best friend also gets polio, then she meets some guy, falls in love, then he dies tragically. (Plane crash? House fire? Who cares.). Lots of pulling oneself up by the bootstraps is involved. Exactly the sort of thing that the recently departed Stella Young would scoffingly refer to as inspiration porn.
If you wanna hear the full quote in situ, check out this clip from the last minutes of the film "The Other Side of the Mountain". Full quote: "I remember the words that Dick Buek said to me the last time I saw him: How lucky I am to have known someone and something that saying goodbye is so damned awful."
Opportunities for being a insufferable know-it-all by pointing out that, erm actually, that isn't a Milne quote, are somewhat limited however as most often this quote appears to crop up in reference to bereavements. Not generally a good time to correct people's use of source material.