Thinking about that after the epilogue of rdr2 they thought that was it. That was the end. They are done and all that matters is them and Jack- oh and now their daughter. Thinking about John thinking of Arthur, silently saying "we did it, brother". Thinking about John dying and silently apologizing, "I'm sorry, I tried."
Thinking about the fact that for John, the sweet embrace of death felt like a hug from Abigail and a pat on the back from Arthur.