"This happens every time! Everything is going great, and then life happens and you, you shut down." She yelled in the truck as she positioned herself to face him. This was it, this could have been the end of them for good this time.
"Yeah, and then you go undercover for six months" He was hurt, she had left him, she left and was gone for six months, he wasn't over that.
"Oh my god! You broke up with me Sam, okay? We weren't even together."
"JERRY DIED, and you left."
It was true, seeing his best friend, die in the line of duty, in a split second, just like that he was gone. It changed him, he realized in that moment when the EMT's ripped him away from Jerry, and he saw his eyes flutter for the last time that he could die to. He could just be gone, and so could she, it could of been her in that house, stabbed in the stomach, lying on the floor; dying.
The two people who truly wanted to know him in this world, ripped away from him. And there he was alone, and to be honest he didn't know how to deal with that. That feeling he got in his stomach the second he woke up in the morning until his mind finally went to sleep at night, that feeling like there was no one in this world who wanted to know him, that no one cared enough to fight to break down those wall he worked so hard to build only to see who really wanted to knock them down.
Jerry was his best friend, someone who he internally looked to for guidance, he saw how he was with Tracy and Leo, how he was willing to give up everything to be better for them. He watched his best friend become a man, a man who loved and was loved. And all he could do in Jerry's final moments was watch helplessly as he slipped away.
And McNally, she left, she slipped away in the night and was gone for six months. While she was gone he couldn't help but think of her safety, was she safe, would she even come home? That was the thing he wanted to make sure she was safe, because he couldn't keep Jerry safe.
He missed her everyday, and wondered why, she decided to leave, leave him. Was it his inability to be completely open, or was it that she needed someone to be open and he wasn't ready. So maybe they weren't together but he needed her more than he was ever able to admit.
In a way yes he shut down, but he had every right too.