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I took her dress over to the closet and hung it up for her. It was funny. It made me feel sort of sad when I hung it up. I thought of her going in a store and buying it, and nobody in the store knowing she was a prostitute and all. The salesman probably just thought she was a regular girl when she bought it. It made me feel sad as hell—I don't know why, exactly. (13.53)
Holden doesn't know why he finds everything so depressing, but we can take a guess: he’s upset that Sunny is prostitute, that she needs to hide it from others, and that she probably doesn’t feel too good about it.