That's strange - the fact that they'd died together, but he'd woken up alone. Did they wake up in different places or at different times, and if it's the latter, why would they have left him behind? But she stops that train of thought when she realizes she's trying to apply logic in a place where nothing makes sense.

She nods immediately when he asks her to come back with him, not wanting to be left any more than he wants to leave her.

"Yeah. Lead the way."