Hello, El Guapo!
Oh, yes, you'd better believe it... all the stages of loss and grief apply to losing all that we sacrificed by walking away from what we knew.
I'll tell you a little secret... my "denial" stage went on far, far too long. Mine was a "pre-Google" exit, you see... so there wasn't any support group to be found or research to be done. When I stumbled upon this site so many years later, I still balked at the idea that I had been raised in a cult.
With this support group and information, all the stages go by like a picnic.