How many sleepless nights did Celegorm and Curufin spend thinking about how Luthien preferred a mortal man over both of them (depending on the version) — the "High Elves of Valinor"?
It's painful and humiliating enough to be rejected, but doubly so when the person rejecting you is someone you consider "lesser" than yourself, and when they choose someone who is even LOWER in the hierarchy you've built your entire worldview around!
And Luthien also helped Beren steal a Silmaril, which is like an extra layer of salt in the wound.
Did they ever imagine that it could have been THEM instead of Beren who managed to win back at least one of their father's creations? And that it would have been theirs alone, without having to share it even with the rest of their brothers?
(Not that I can imagine them actually going to Angband with Luthien and trying it themselves, but the realization that it was a REAL POSSIBILITY would probably still haunt them after learning that such a mission had actually succeeded.)
"Farewell," cried Celegorm the fair.
"Far get you gone! And better were
to die forhungered in the waste
than wrath of Fëanor's sons to taste,
that yet may reach o'er dale and hill.
No gem, nor maid, nor Silmaril
shall ever long in thy grasp lie!
We curse thee under cloud and sky,
we curse thee from rising unto sleep!
Farewell!"