Brother didn't believe in an afterlife. Al Bhed generally didn't. Most of Spira believed that the dead went to the Farplane to join with other spirits, but the best way to describe Brother's approach to theology was thus: you don't go anywhere. You go everywhere.
So it was only for this reason that, upon waking from death, he saw Morrigan and did not instantly assume her to be an angel. If he had been raised in a more religious home, however, he would have. Even with her face smeared with his blood. Even with her clothes (a white dress? Brother's vision was still blurry, even as magical sparks danced across his eyes to repair them) dyed red because she'd made the mistake of getting too close, he would have known beyond any shadow of a doubt that she was what Heaven looked like.
As it was, he smiled at her. "I am... alive?" Speech felt strange in his mouth, not least because broken teeth were being mended even as he spoke. "You saved me," he continued, growing more comfortable with his tongue. "You are... wonderful." She wasn't speaking, and since he found it difficult to focus, he couldn't see the look on her face as he continued, "Your mother is... stronger than I am. I am sorry for that. I had hoped to spare you her... her. And I was sure that I could defeat her, because I had your love, and that made me strong." He sighed. He could breathe now without having to focus on it. "I am sorry I was not worthy of that love."