Oh I was watching that scene again recently and that very thing struck me too. No closure for Sam at all. And it continues that way into the season. Dean is gutted by John's death and shuts Sam out. Sure, he has his reasons for doing that, but at no time Sam is really allowed to grieve. Dean tells him it's "too little, too late". The only (I suppose) heartening thing is that not much has really changed. The focus is on Dean's grief and angst. Sam is still pretty much left to deal with the fallout of anything by himself (which I always hope is part of his character and what makes him who he is, but I suspect it's more about mostly Sam being around/used to enhance Dean's reactions/emotions).