Moe wanted to keep insisting that this was his problem and he shouldn't have dragged Ally into it, but he decided against it, now was not the time. Then Ally said that and it took remembering that Ally was holding onto him to not to shake his head, as that might had knocked Ally off. 
"Sometimes last words aren't what we want them to be, sometimes you don't even get to have a real 'last thing' that you said to each other, best not to dwell on the past."