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Sam knows he's an idiot. But they don't close their doors anymore. It's an unspoken gesture of trust. He fully expects Dean to break it by doing something horrendous to his toothbrush, but the whole point is that they're not keeping secrets. They're trying. And mostly, they're succeeding.
That's why he brings it up. He knows where Dean stands on his visions, and he thinks he knows where Dean stands on the cage, but it's still comforting to hear him say it.
Especially because Sam doesn't believe it. He has to hope Dean believes it for the both of them.