I dreamed I was missing, you were so scared
But no one would listen, 'cause no one else cared
After my dreaming, I woke up with this fear
"What am I leaving when I'm done here?"

It's been a year ago now. Since he left, since he had to leave; since he died. His darkest—though inevitable—fears, became truth. They found their 'Mother', and with that, their death.
She was the only one who cared; all of her friends were glad that they had disappeared, with only Sephiroth left to conquer, and his Brothers would only care about 'Mother'.

So if you're asking me I want you to know…

And he wanted her to not forget him…

When my times comes, forget the wrong that I've done
Help me leave behind some reasons to be missed
Don't resent me, and when you're feeling empty
Keep me in your memory
Leave out all the rest, leave out all the rest…

They both knew—felt, really—that his end would be near. He knew she was the only one who was going to miss him, so he would take every opportunity to talk with her secretly.
The last thing he wanted was that she would think of him bad. So he explained everything to her; about Jenova and Sephiroth, and about his Brothers. So that she would have the chance to understand, unlike Cloud or her other friends.
And she would be the only one who understood.

Don't be afraid…
I've taken my beating, I've shared what I made
I'm strong on the surface, not all the way through
I've never been perfect, but neither have you

He didn't want her to fear his death either. He wanted her to just enjoy the last moments they had together, just to set off the time of mourning. Even though he was afraid in the beginning, afraid to drag her into his dangerous life, afraid one of his Brothers would find them and kill her.
And they shared the same fear. She was afraid Cloud would find and kill them; afraid that, even if he was still circling in the same depression of guilt over and over, he might get jealous and do something irrational.

So if you're asking me I want you to know…

He seemed to pull through well, regardless.

When my times comes, forget the wrong that I've done
Help me leave behind some reasons to be missed
Don't resent me, and when you're feeling empty
Keep me in your memory
Leave out all the rest, leave out all the rest…

He seemed to pull it off, even though the whole Cloud thing bothered him. What if she would just forget about him and turn to Cloud?

Forgetting all the hurt inside you've learned to hide so well
Pretending someone else can come and save me from myself
I can't be who you are…

So, what if she did turn to Cloud? She would be much better of, probably, he thought at the time. His Brothers would still be there for him. And if they would find 'Mother', she would be there for him too, right?
But still, even for Loz, that didn't seem quite the same thing. He still couldn't turn to a person that would be so special, like Tifa.

When my times comes, forget the wrong that I've done
Help me leave behind some reasons to be missed
Don't resent me, and when you're feeling empty
Keep me in your memory
Leave out all the rest, leave out all the rest…

Forgetting all the hurt inside you've learned to hide so well
Pretending someone else can come and save me from myself
I can't be who you are… I can't be who you are…

And now, in the end, things turned out so differently then he would've thought. One of his fears turned out to be true: he died, she disappeared from his life. The other fears, on the other hand…
She didn't turn to Cloud. In fact, she didn't turn to anyone. She didn't tell anyone about their dark, secretive relationship. Not because she was afraid of what they might say or think of her, but because she didn't want to share her memories, her beautiful memories; afraid they might become less special when anyone else knew.

So, day after day, she dreams. Day after day, she spends daydreaming about the wonderful time she had; wishing for him to return.