What is the way to deal with feelings of disappointment and despair after falling into adultery, despite repeated supplication and fervent prayer to God for protection from it, while others less diligent in worship have not fallen into it?

The afflicted person should first offer sincere repentance to Allah Almighty, as stated in Surah At-Tahrim/8, and remember that any evil that befalls him is from himself and his sins, not from Allah's decree, as mentioned in Surah An-Nisa/79. He should also recall sins committed in private and minor sins, because they can destroy their perpetrator. It was his duty to strive to protect himself by marrying early, and now he must rectify what he missed and hasten to marry to protect himself.