"Having nothing, nothing can he lose."
John once told him "you don't know how lucky you are, son, that you'll never have to experience losing them." Memories of his dad breaking after his mom's death are hazy at best, and he has never fully appreciated the truth of that statement until it happens to Sam.
It's like watching the stars burn out of the sky, seeing the way his brother curls in on himself, repeating "she's gone, I can't believe she's gone" in the most heartbreaking tone he has ever heard.
This, more than anything, solidifies his belief that not having a mark is a blessing.