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and, anyway, we didn't know how much it might mean. Last words are always harder to remember when no one knows that someone's about to die.

This is a nice connection to Miles' as well as John Green's passion of "collecting" famous last words. But what Miles is trying to say here is that we never know when we are going to see a person for the last time and that we should always appreciate each other's company a lot more because we never know when it's going to be the last time.