It didn't matter that she'd forgotten everything before once. It didn't matter how much greater it was to vanish from the world completely than to simply be in the results of heroic sacrifice. It didn't matter that a memory was so fragile. Forget logic. It's already been defied so many times since she'd met him, after all.
She didn't say it just to make him feel better as she faded away. She would never forget him. She would refuse to, no matter what it took to hold onto it.
That memory of him, after all, filled all the emptiness from the memories she'd lost.