It's always hard to let go of a story. Well, let me amend that. When it's hard to let go of a story, it's near to being done. Throughout the writing process it's often quite easy to let go of a story, and sending it off while you feel like that is, in my experience, a mistake.
I've been working on another short story for an anthology, and I'm to the paranoid stage, where I like it and can't see flaws that I just know must be there. I'm hoping this means that it's time to send it out, rather than that I'm delusional. I suppose either is possible at this point.