\Here we are again with handguns for hearts
They had a master plan, wanted to tear us apart
Nothing to hold, all hope deleted
Our demise has been completed now
Nowhere left to go but down\
The thing is, they both know how it will play out. They both know the demon's after Sammy, though Dean denies it vehemently if it's ever brought up, unwilling to believe it and lay the options out in front of them, out in the open.
But Sammy is stubborn, has always been that way, whether it's about what he wants for dinner (Dean's Lucky Charms, for god's sake), what he wants for his life (Stanford, white picket fence, 2.5 kids, normal, safe), or what he wants for his family, what he's willing to do for them, no matter what he may say to the contrary (and Dean is very carefully not going there).
Promise me, his eyes say. "Don't do anything stupid," his lips say.
"Yeah, yeah." Dean assures. "I won't. You know me, dude."
I do, Sammy's eyes say. I know you.
Yeah, well, Dean knows himself too, and he also knows Sammy, and he knows what it's eventually gonna come to. The demon wants Sammy, Sammy wants him and Dad safe, and Dean. . . He just wants Sam safe. He'd do anything for that; let Sammy go before, let himself go now.
Everything else can go to hell.