Sam has spent the first part of this season learning who Dean is, and who their father really was. Dean is afraid to fly. Dad was proud of Sammy and spoke of him with those people they helped. Dean promised himself that he would never return home. Dad used to swing by Stanford to check up on him.
After the reconciliation sometime after “Scarecrow” (which began at the end of the episode), Sam gets another glimpse into his brother’s psyche. Even faced with his mortality, Dean still cracks jokes, still tries to make Sammy feel okay about it. But how can Sam feel okay about his big brother dying? They’re on their way to learning each other again after four years apart. Even with a mundane death such as electric shock leading to a massive heart attack, Sam won’t accept Dean’s death. He finds every contact in Dad’s journal, finally getting one call about a “specialist” in Nebraska. Only after that does he call Dad to let him know Dean’s sick, and the doctor’s say there’s nothing they can do. Sam can be tenacious when he needs to be, and keeping Dean alive is without a doubt his most frantic search.
He also deliberately kept the true nature of the “specialist” from Dean until they reached the healer, expressing his disbelief that after everything they’ve seen, why not something good? Dean just doesn’t have faith in things he can’t see, but Sam has enough for them both. Sam will not let Dean go, and keeps his eyes focused on his brother as Dean is called and healed.
Only after Sam comes to the revelation of the reaper trading lives does he express an apology, but I got the impression it was more for what Dean now has to go through, not that it saved Dean’s life. After all, that was Sam’s plan all along: heal Dean. I do believe Sam had some guilt that another human died to save his brother, but it just seemed to affect Dean more than Sam. Yet Sam also said they couldn’t kill Roy because he was human, not a monster like they usually fight.
Dean is the one chased in this episode; Sam is the rescuer. Sam destroys Sue Ellen’s altar and the necklace that controls the Reaper, saving Dean in the process. A twist on their normal “damsel in distress/savior” routine.
Dean is the pragmatist of the two; Sam is the believer. Even if Roy had turned out to be the real deal, I don’t know that Dean would have believed. It would have just reinforced Sam’s own belief that good is out there. Good is on their side, looking out for them. All the evil they see can’t not have a balance in the world.