"Didn't Have to Go" is a Grief Song.
It sounds like a Break-Up Song at first listen, but it's never stated that a breakup was what ended the relationship. The overall sad and nostalgic tone of the lyrics and the line "You said that young love never dies / We never got to try" make it seem like the song is actually about the death of a significant other. And the way that Hannah sings the chorus sounds almost angry, as if the narrator desperately wishes that he was still alive and with her. The Englishman in "News To Me" is Billy from "Betty's a Bombshell".
After the events of "Betty's a Bombshell", Betty and Billy break up and he moves away. He tries to go through life normally, but he still misses Betty and his life feels empty without her. ("He locks the door / And does the things he's done before / A real pioneer / Tying on another year") He keeps Betty's picture in his wallet to remember her by.