According to Osho, disillusionment happens because you project your ideas onto him; since he is ‘empty’—without ego—he becomes a screen for your fantasies. He will lovingly shatter those projections, which hurts. If you cultivate meditative, nonprojective awareness and drop all labels and expectations, you see reality-as-it-is—his nothingness—and then disillusionment ends.
You’ll feel let down if you imagine things about him; stop imagining and, through calm seeing (meditation), look at what is.