Aang'd made a lot of friends back home, but without the monks, without the other Air Nomads, the ones that have made him feel as at home (home being people rather than a place, in Aang's eyes, nomad that he is) as he did with Monk Gyatso are his friends. Guru Pahtik had talked about love and how it didn't leave the world, and Aang knew that his friends hadn't quite filled that hole, but they'd taken up a new space in his heart, and loved him like the Air Nomads did and it made the hole hurt less.

He had gone such a long time alone. So, he's crying, just like he had with Katara. And just like with Katara, he can't run away, either, now that Sokka's seen him--besides, it's too late now, if the Nightmare King already knows about him. Now, the best thing he can do to keep Sokka safe is to try to protect him, rather than staying away so the Nightmare King can't stumble on that connection.

"Not so hard, Sokka, you'll squeeze my tears out."