This line is so much more romantic than any of the ones Hamlet gives to Ophelia. Not anything from his letter that we hear read. Not any of his flirty lines while watching the play.
There is a sense that, until she’s dead, Hamlet demonstrates no real love for her. He resents her, teases her, condescends to her, manipulates her and insults her.
But Horatio, he loves without hesitation. The real romance in this play is between Horatio and Hamlet.