Anyone know why...?

In one of the scenes showing Sophie, Nathan and Stingo out and about, they're laughing and having a good time, then in a voice-over, Stingo says that Nathan suddenly looked at him and said, "Stingo, don't you see that we are dying?" or something to that effect. Does anyone know why Nathan would have said that, as they clearly seemed to be having a fun time? Was he trying to let Stingo know he was planning to die soon? This was one of my favorite scenes, by the way.