Oh, I think your entire being is telling you that your life isn't right. Cos I went to Disney and didn't get this at all. Yes, it was a beautiful fantasy bubble that I thoroughly loved - but my everyday life was what I wanted it to be too, so I also got that 'oooh, great to be home' feeling.
In the times when I did have that 'holiday blues plus plus' discrepancy, I changed something. When I hated coming back from Scotland (because of loving the country, the walking and the easy access to the historical records I was interested in), I moved to Scotland. When I was desperate to move to the sea, I moved to the sea. Whenever I hated my job, I resigned. In fact, I got to the point where if I wasn't lookng forward to my work when I woke up, I resigned.
I know I'm weird in that I have no fear about throwing my entire life in the air and starting again. Probably because I've done it so regularly. Also I was very lucky to have a job that was needed wherever I went.
But I also live a smaller life than many. My house and mortgage are small, but I'd still downsize if I needed to. I rarely buy stuff - for instance I can count on the fingers of one hand the clothes I buy in a year. I spend most of my time in activities that cost nothing. By having less of what doesn't matter, we can have more of what does matter, by not needing to be at the daily grind for so long. Apart from my recent misadventure of being employed by a would-be cult guru, I've not worked full time since 2001.
Lastly, I feel our souls just don't resonate with the lifestyles that modern society tells us we have to live. So let go of everything you think you know, and listen to your soul, cos it is speaking to you now. What is it that you really value? If you could start from scratch, what would your life look like?
Then make the assumption you can create that life. Because you can - the soul never gives you a yearning you cannot achieve because it values what is truly important in life.