I've never liked the expression "Their loss!" Now of course, fair enough - you have every right to use harmless words you like, and it's a frame of mind, but... it's still pretty presumptuous, isn't it? Saying this is such obvious persuasion, I can't be fooled by it. The expression doesn't work on me. At all.
It feels egotistical and try-hard to say "Their loss!"
But eventually I realized I have no problem with "Their loss, too!" At least that admits the premise, which is that you feel a sense of loss. Trying to put all of that on the other person, as if it's only their loss (which they might not feel at all) and not at all yours, seems ridiculous. But "Their loss, too!" passes my filter.