The most painful thing about the Doctor's breakdown in Wild Blue Yonder is that, no matter how open he's compared to Ten (don't get me started on Thirteen), he still wouldn't be able to actually tell Donna about what had happened to him. And it must have felt such a relief - her knowing without him saying anything, like a comfort fantasy coming true. And then being ripped from his hands almost right away.

And thing is, it had to be Donna acknowledging Fourteen's trauma. She's one of the very few mature adult companions, so if there was a human the Doctor would expect to be protective of him, that'd be her (maybe only her). After all, she's a mother, and the Timeless Child's story would make her furious. But RTD knows his strong suites, that is, ripping the viewers' hearts from their chests, so of course the scene had to end like that.