IA that both Winchesters always wanted to give the other what they thought would make them happy after they were gone, but I always found it very telling that (up to that point, at least) they still didn't know what that would actually be, and so they each told the other to do what *they* would have done. So, Dean, in season 3's farewell speech, told Sam to keep fighting, and to "remember what Dad taught you, and remember what I taught you." And Sam in season 5 told Dean to quit hunting and find a "normal" life. Neither would have actually made them happy, but both tried (and failed) because they'd promised.
It kind of reminds me of my older sister who, when we were kids, always gave me birthday presents that she would have wanted, not what I enjoyed (we were pretty much opposites in most of our interests and likes). Good intentions, bad results. (as a side note, my emojis don't seem to have one for "sad." They have angry, frowning, worried, neutral, pensive, and about 30 different versions of smiling/laughing, but nothing for just sad. 😕)