Well the thing is Ultimate Gwen doesn't know that 616 Gwen is dead. They both avoided anything dreary. Which I liked because it was Peter being happy, considering at the same time in the 616 he started acting really aggressively.
I liked it because it showed that Peter is still hung-up on MJ. Because he could've said that to Ultimate MJ so she could be ok, but even he doesn't want to say those words out loud. So when I said Peter saw another another reality where he and MJ didn't work out at the end, it affected him more cause he still thinks they have a chance, even though he sees something that makes it harder for him to believe it. (This was happening same time Peter and MJ were becoming closer)I don't think there's anything he could have said to make it better...but I also think he would have tried. And again, the fact they aren't together is in some small way a comfort. Romantic story lines are about finding "the one", and even in real life we fall for that narrative. It's one of the reasons why OMD doesn't work. But from an in-universe perspective, Peter can use that fact to point out that hey, I wasn't your one, because even when I lived you and I didn't work out. Maybe it wouldn't help, probably it wouldn't help, it certainly wouldn't help in the immediate, but it might be of comfort to her in the future, as she's more likely not to think that that was the one and she missed it.