Thanks for all the responses. I've been mulling over this and I think two things from my session really helped. Firstly the fact my T said that, in a way, he will always be with me and I will always be with him - it helped that he said both parts of that.

And also that he's willing to make sure I'm told when he dies so I can attend his funeral, as otherwise I would feel like my loss was worth less. It probably is from his family's point of view but not from MY point of view. I don't mean my loss would be bigger than his family's, just that it would be a big deal for me within the context of my life.