Reid has issues with people leaving him.... basically many people he's cared about have done it (his father, Gideon, JJ to an extent, then Prentiss). My friend commented that maybe his feelings of betrayal are more towards JJ, since she knew about it, rather than towards Prentiss herself.

Although for some reason last season, Reid and Prentiss were getting closer than they had been in other seasons - she was the only one he outright told about the headaches, he "asked her on a date" and was sad when he learned about "Sergio". It could make sense that he felt close to her and was particularly upset when nobody confided in him.

But I can see Morgan being super pissed too.