The Doctor wanted to pretend that he couldn't feel Alan's pain. There must've been nothing worth than waking up with the love of his life wrapped around him, dead. He wished he could've made it up to him somehow. Any way he could. But there was no way to undo the past.
He'd wanted to think that seeing Alan again, after Sarah's---after everything that had happened, would somehow make something right. He had an awful feeling it didn't.
"Live," the Doctor replied without hesitation. "Because that's what Sarah would've wanted us to do."