"As you are important to me." Rose said having willingly put herself in a horribly dangerous situation more than once. Her life wasn't as important as the Doctor's. Without him the universe could collapse and many species human and alien alike would suffer.
Caitlyn knew that while Jack was correct in a way he was also wrong. Just because he didn't stay dead didn't mean he couldn't feel pain before he died and was dragged back to life again.