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.
Not surprisingly, this was Elton John's favorite song he wrote for the movie.