I always took it as surprise that he wasn't dying alone, because Picard was there with him.
In Star Trek V, he has that whole thing about how even as he was falling from El Capitan, he knew he wouldn't die because Spock and McCoy were with him, and "I've always known, I'll die alone."
Although it's not depicted, the fact that Kirk had to personally go to the deflector controls and the fact that afterwards, they had to ask if anyone was in there, it strikes me that that area is not normally manned and as a consequence, Kirk was alone there when the explosion hit. He may very well have believed himself to be dead and in some sort of heaven while in the Nexus, until he met Picard and left to help stop Soran.
Later, lying there on the rocks of Viridian III, Picard at his side as he slips away, what's left to him is surprise that, despite his expectations, in the end, he wasn't alone after all.
I found it very powerful.