Just a dream

Here we have HRE, if you can't read the words this is what they say:
Holy Rome: That girl I saw...she couldn't have been an illusion. It felt so real. Was it just a dream?
Chibitalia: The man I saw, was he just a figment of my imagination? Oh Holy Roman...
Holy Rome: I promise I wasn't a dream, Chibitalia, I'm still with you, just please do not forget me...

Okay so as you can basically see Holy Rome is looking down in the dumps because he's thinking of little Chibitalia.