You know what I just realized? The last words Sirius said to Harry are an echo of the last words Harry heard from James.
’Harry, take the prophecy, grab Neville and run!’ (OOTP35)
‘Lily, take Harry and go! It’s him! Go! Run! I’ll hold him off-‘ (POA12)
He lost his father and his godfather in the same way. They died running into battle to keep him safe, and they did so before he could even fathom that losing them was a possibility.