Set during episode 4.19, Grace Period.
Without Jim Nelson, McGee would not have graduated from the Federal Law Enforcement Training Center. Without graduating from FLETC, he would not have been able to join NCIS in Norfolk. Without joining NCIS in Norfolk, he wouldn't have called the Washington team in on the case involving the submariner in the barrel of acid, and so would never have met Abby.
She ran it all through, over and over, marveling at how much one person could change the course of another person's life. Without Jim Nelson, she and McGee never would have met. How would that have looked?
No matter how hard she tried, she couldn't think of much that would have been different. She would have escaped the cyanide gas even without someone pulling her out of the lab. She would have cracked codes and solved computer problems on her own...eventually, or maybe after a call to tech support. The only thing that would've really been different was that she never would have known McGee.
She called her florist and ordered black roses for the funeral.
"It could've been us."
Everybody was saying it. Everybody was thinking it.
It felt like polluting his grief for his friend, being glad it hadn't been them, not this time, but he was glad. He had gone down to Abby's lab to grieve and to feel guilty about his gladness, because he felt the most guilty about it there. Jim had just gotten married two months ago. He had somebody who needed him. Who needed McGee?
As they headed out to take Salman Omar into custody, McGee had no doubt every one of them was wondering what would happen if it was them, this time. Even Tony looked distressed. He could still hear Abby's voice as he reached the elevator, and he turned, for the first time wondering what it must be like to stay behind as your friends went into dangerous places.
"Be safe," she said.
He raised his hand as if to catch her words, held it up longer than necessary as he tried to come up with words of his own, words he'd want as his last words to her. Gibbs caught him by the backpack strap and dragged him back into the elevator.
Maybe it was for the best. Last words had the potential to turn awkward if they weren't actually last words.