I saw it more as Dean already flirting with being suicidal, and Sam just giving him the excuse. I felt the same way in the S2 finale; if Dean hadn't found a way to bring Sam back, I'm convinced he would have been dead within a week. Probably not from anything as direct as sticking a gun in his mouth, but he would have taken on a case and gotten careless and welcomed the end when it came. I think Sam is the one thing keeping him going at this point, and if you take that away, he's a half-cocked gun just waiting to be set off.