Dean had always lost faith much more easily than Sam, spanning countless years back. It was probably because the younger brother continued to hold onto his hope that things happened for a reason. Even when his idols, the angels, had been revealed as a collective mound of fecal matter, he still harboured a trust in God—the one being of "all things holy".
As he turned around to face Sam and felt the pull of the bullet wound ringing through his own body, he couldn't help but smile. He'd waited quite a while for a chance to destroy that hope.