But if he didn't know he was going to have to fake his death the conversation with Molly where she recognises he's sad because he's going to die/effectively be dead to John becomes much less poignant.
As a scene it's not portrayed as 'you're sad because you think you might die' it's very much 'you are acting like someone who knows they are going to die.'
Re: SPOILERS FOR 2X03--just a thought
As a scene it's not portrayed as 'you're sad because you think you might die' it's very much 'you are acting like someone who knows they are going to die.'