The fact the Dean would go to Hell and back (quite literally) to save Sam's bacon left him with mixed feelings. On the one hand it was awesome to have someone who had his back unconditionally. On the other hand it was terrifying.
He gave a nod. Unsure how to respond to that. He wanted to say he'd do the same. But he'd already proved that wasn't the case. Dean vanished and Sam just... didn't look for him. And he hated himself for it. He'd been selfish. He'd been so self-absorbed and obsessed with becoming normal and getting out of the life that had taken everything away from him.
"You know... we should have warning labels. Let people know how cursed we are and if they meet us they'll probably wind up dead..."