[ Castiel may not necessarily know what John is talking about, but this is something he's heard before so many times in so many variations in so many prayers. Before he's never been allowed to answer.

He stops his slow, shuffling keep-away dance and looks at John, the weight of two thousand years of pity settling on him. ]

There's no such thing as 'should have' in these situations. There's only what is. I'm sorry she's gone. Conviction that you are less worthy of life than her or that you are doing less than she would have won't bring her back.