For most of "Lost!", D.W.'s distress at the possibility that Arthur is gone forever comes across as her typical drama queen histrionics, but when he finally returns home, the episode's final scene makes it clear that she was truly worried about him and would miss him if he were to disappear.
(Arthur is about to fall asleep when a bright light suddenly shines from his bedroom door)
Arthur: Huh? What's going on? (he sees D.W. standing at the door with a flashlight, which she then turns off) D.W., what are you doing?
D.W.: I'm making sure you're not lost. Arthur, you scared me. (climbs into bed alongside Arthur) You'd better promise never to get lost again.
Arthur: (moving over to make room for D.W.) Okay. I won't.
D.W.: Do you promise?...
Arthur: I promise.
D.W.: Cross your heart?...
Arthur: (sleepily) Cross my heart... (he nods off; D.W. smiles, rolls over, and falls asleep)