When Tony had been in collage his roommate's sister had died in a car crash. He tried to be there for his friend, but his friend had insisted that he had no idea how it felt because he didn't have a sister. Later that night, Tony had come up with the idea of distracting his friend by getting him high. Not on hard drugs, but on various scrounged substances like glue and sharpies. It worked. In friend lost his inhibitions, gushed out his feelings, and had genuinely felt better in the morning, despite having a nasty hangover.
It was that fateful night that Tony thought about when he lost Kate. He felt exactly like his friend had. He lost friends before, but it had never been quite this hard. She hadn't been a love interest, despite all his flirting, but he felt more for her than any of his other friends. She had become the sister he never had.
He had the same thoughts when he heard the Damocles sank with no survivors. Ziva had become as close as Kate had and it hurt just as much to loose her. The happiest moment of his life was probably the day they brought her home. He hadn't lost both his sisters after all.