It wasn't the same.
It didn't have the same heart ripped out of his chest, never see her face again king of grief. Losing Dawn wasn't the same as losing Jessica. In many ways, it was a helluva lot easier. She didn't die, he didn't have to watch it happen, and it wasn't (indirectly, directly, however you want to look at it) his fault. But in other ways, it was much,
much worse.
Dawn was gone, a fact Sam would just have to deal with, but because of the way the City worked, there was never any telling if she would ever come back. If Sam stayed there for ten more years, he'd spend ten years wondering,
waiting, and if she did come back, there was no saying if she'd even remember him. And that was so, so much worse.
As he stood there in the Hall of the Missing, clenching and unclenching his fists, biting back the hollow feeling in his gut a little too literally (the taste of copper was on his tongue), Sam suffered the crippling feeling of loss once again. They weren't even dating, but it still felt like he'd lost a part of him. And in some ways, he had.
Dawn brought him a kind of solace that he had never found anywhere else. They talked about things Sam could only dream of saying to Dean, and he trusted her almost as much (but only almost; Dean always came first). She was his best friend, and whether he admitted it to himself or not, he loved her. Against everything he'd learned over the years, in spite of how much he told himself not to, he let someone get close to him. He let someone become important, began to cherish someone, knowing full well that one day, inevitably, this would happen. One of them would be left behind to deal with the disappearance of the other.
He knew it would happen.
Yet it still hurt so fucking much, he couldn't stand it.
He couldn't imagine never having full conversations in Latin and Sumerian with her. He couldn't wrap his mind around her never stubbornly refusing to let him fall into that dark place he was so prone to dwelling in. He couldn't look at that damn pictured in the Hall, her smiling face staring back at him as he felt the ground fall out from beneath his feet. He had half the mind to take it down or punch the wall or scream or set the world on fire,
anything.
But instead, there was a weak exhale of air, as close as he'd let himself get to weeping, before he turned away and left behind all of his silly little dreams. She wasn't dead. She wasn't gone from his life for the rest of eternity. And it wasn't his fault she was gone. But he still felt guilty.
He never told her the truth. He never said he loved her. And after this, even if she came back, he never would.
There was only so many times Sam could get his heart broken.