This is one of the most important moments, to me. Where we start to understand and feel for John even more than we already have been.
Ship it or don’t ship it, it doesn’t matter. That’s not what they’re implying, here. John and Sherlock - they are (or rather, were, since he thinks Sherlock is dead) best friends. There was this unspoken connection between them..but that’s just it. It was unspoken. John never told Sherlock out loud how much he cared for him, he never did. It was implied and they both understood it, but he never really looked Sherlock in the face and said, “I care so much about you.” Or “You’re my best friend.” Nothing like that was ever said out loud.
His best friend is dead, and he never told him how much he cares. He held it back, probably thought Sherlock would find him ridiculous. Roll his eyes. Call him sentimental. So, he never got to say it.
And that? That’s what breaks my heart. Call it love, call it friendship, call it whatever you want to.
The point here is that John cares so much. And Sherlock never knew.