Just like in Bhagavatam, Vidura realized that Krishna was thinking of him before His departure. Krishna instructed Uddhava who instructed Vidura and Vidura realized that in Krishna's instruction to Uddhava, He was actually thinking of him. This realization overwhelmed him with love: just to know Lord was thinking of him prior to His departure from this world. Likewise once we see that somebody is willing to make a sacrifice for us, it gives us shelter because we think that this person is thinking of me.