I wrote ブラジルの国立博物館の火事のことを聞いて、とても悲しいと思います
A Japanese person changed it to とても悲しいです
It seems that 悲しいと思います has a nuance not suitable here, but they didn't tell me why. Can someone explain it to me? Thank you.
Edit: And can I assume that other expressions of feelings, like 嬉しい, 怒っている and 驚いた, shouldn't be followed by と思う, either, otherwise it will convey a different nuance?