The utterly miserable expression on Miguel's face is painful, and Tulio's blind ignorance of how much damage he's done is almost as bad.
Arguably worse is the fact that Tulio was most likely using that last line as a figure of speech. He didn't actually want to leave the city without Miguel.
"Friends Never Say Goodbye". While it is full of heartwarming little moments of the villagers saying goodbye to Tulio and Chel,it's also full of bitterness and regret at the separation of Tulio and Miguel. They are both about to make the biggest mistake of their life, and they can feel it. The rift between two characters who've spent the rest of the movie as close as family is achingly, visibly wrong.
Not surprisingly, this was Elton John's favorite song he wrote for the movie.