Missy closed her eyes and held him close, completely understanding what he was feeling regarding regeneration. "The rest of them don't understand, do they? They think it's so wonderful to just get a new life and to go on living. But they don't realize that it really is death for us. We die, but a new person walks away in our clothing to go off and have adventures. Yes, they have our memories... but it isn't the same. The person that we were is gone."
Missy guided him over to a place where they could sit, but she kept her arms around the Doctor to try and comfort him. "These memories you've acquired... it hasn't happened yet. For all we know, those events may never come to pass. You can't dwell on it, honey. Think of it like a nightmare."