If we examine the end of this brilliant short story which in particular focuses on the response of Jimmy Cross to the death of Lavender, we can see that, rightly or wrongly, Jimmy Cross feels burdened with a massive sense of responsibility when he thinks of Lavender's death. He burns the letters from Martha that he carried and obsessed over so much, as he feels it was thinking and fantasising about her that got Lavender killed. If he had been more focused and more practical, Lavender might not have been shot, he thinks. He determines to have "no more fantasies," as he feels that as the commanding officer of his men he cannot afford to have them. Note his determination in the following quote:
Henceforth, when he thought about Martha, it would be only to think that she belonged elsewhere. He would shut down the daydreams. This was not Mount Sebastian, it was another world where there were no pretty poems or midterm exams, a place where men died because of carelessness and gross stupidity. Kiowa was right. Boom-down, and you were dead, never partly dead.
Jimmy Cross thus feels intensely guilty about the death of Lavender, a man of his company who died under his leadership, and determines to change his life as a result, relinquishing the dreams and hopes that so many soldiers are shown to carry with them, even though they give him such relief from the bleak reality of his situation. We as readers cannot help but be struck by the sadness of this resolution, as fantasy, as unreal as it is, seems to be all that these soldiers have to cling on to and to sustain them.