Unlike popular Finny, Gene is a loner. His introvert nature and intellectual standoffishness put the other boys off, and it was only with Phineas that he experienced true friendship. Even when Gene betrayed him by shaking him off the tree, Finny remained loyal. (There is even a bit of denial here on Finny's part not to believe what Gene had done.)
When Finny dies, something cherished and rare in Gene perishes, too, for he now is truly alone again. Certainly none of the other boys would ever trust or respect him as Finny did, and it will not be anytime soon that he can experience that kind of friendship and complicity again.