Yes, I agree with Willow My Love, she didn't want his last memory being her stabbing him. It was hard enough for her to do it: stabbing him while looking into his confused and hurt eyes would have been nigh on impossible.
But his last memory of her WAS of her stabbing him. and quite possibly having no idea whatsoever at that moment why she was doing it. At least that was what his expression looked like to me: pain, shock, fear, and a feeling of betrayal. I know that there wasn't really time for any sort of long conversation or explanations at that moment, and certainly Angel had a century in whatever kind if hell that he wound up in to consider and analyze Buffy's choice in the matter. Still, I think that maybe an, "I'm sorry. I'll always love you. If only there could have been another way..." might have been better at that moment than, "I love you. Close your eyes..." (Stab)...(Angel sucked into hell, not really sure why) At least that way he would have been more or less prepared for what was coming. He might have even grabbed the sword out of her hand, yelled something heroic, and jumped in voluntarily. Of course, that would have taken at least some of the feeling of guilt off of Buffy's shoulders, and might have given her any real reason to run away
Having said that, I have to say that this was without a doubt the best, most powerful, and heartbreaking scene that Sarah and David ever had together, throughout the entire seriesand I say with no Spuffy prejudice or sarcasm whatsoever that this is my favorite Bangel moment throughout the entire series, because it perfectly depicts what they have together: love that can only end in pain, sorrow, and death. The Shanshu Prophecy might give some hope later on, but at that moment, its existence and possibility don't enter into the picture whatsoever. At that moment, for the first time, they both truly know that the the major consequence of their love are that someone, quite likely innocent bystanders, will die. Maybe there's hope for them in some distant future (Okay, we KNOW that there's hope, and always WILL be hope for them, just as long as Joss deems it a marketable plot element-- Sorry, folks, just my deeply engrained sarcasm coming through) but at that moment, Buffy and Angel are the reincarnation of Romeo and Juliette, or the son and daughter, respectively, of the Hatfield and McCoy clans.
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(Sorry, folks, I just noticed that this is an exclusive Bangel Group thread. Didn't mean to intrude in your discussion. Feel free to ignore everything that I just said.)