It's probably because both events are experiences each girl sees as very tragic and personal, something just not to be shared. On the other hand, we never see any real heart to heart chats between the Chosen Two on any subject, except maybe the "Faith, you KILLED A MAN" conversation in Season 3, and Faith telling Buffy in Season 7 that she had been jealous of Buffy's happy home, good friends, and hot boyfriends. Anything else of that nature that was ever shot probably ended up being edited from the final presentation.