The Three Weeks

A story is told of a Jewish couple living in Russia. The husband comes home from the Ein Yaakov shiur and tells his wife, "The rav says that we should pack our bags, we are going to Eretz Yisroel, Moshiach is coming any day!" His wife asked him, "Who is Moshiach. Why are we going with him?" He answered, "The Rav said that he's going to rebuild the Bais Hamikdosh where we'll bring Korbonas. The Leviem will sing the shira, were going to live with spiritual bliss". The wife answered, "Why do I have to go to Eretz Yisroel to be happy? I have my cow that gives me milk, the chickens for some food, I even have time to daven and say some Tehillem - I'm perfectly happy here." The yid not knowing what to answer ran to the Rav and told him that his wife doesn't want to come along with Moshiach. "Tell her", said the Rav, "that when Moshiach comes the Cossacks won't come along with us and they won't bother us anymore". He runs home to tell his wife this wonderful news to which his wife starts thinking, maybe that's a good idea after all no Cossacks means we will be able to live in peace. Then she came up with a brainstorm, she tells her husband, "Go tell the Rav that when Moshiach comes he should take the Cossacks to Eretz Yisroel and we will live in peace without even moving!"
What are we mourning in the three weeks? Are we just crying over all the lives we have lost and over all the torture we've been through? Or are we crying for the Shechina that's also in Galos?