On pages 102-3, O'Brien asks the pair a series of questions to test their loyalty to the Brotherhood.  They answer "yes" to all of them, but Julia answers "no" to the last one:

’You are prepared, the two of you, to separate and never see one another again?’ ’No!’ broke in Julia.

It is not the fear of never seeing each other again, but the fear of seeing each other again and not caring about each other, of both becoming unpersons, of forsaking ownlife. This is not a test that O'Brien submits to the pair but a grim foreshadowing of what is to come.

Julia's answer suggests that she realizes their doom.  Remember, she is a rebel from the waist down.  Conversely, Winston in mainly a rebel from the waist up: he is more enamored with O'Brien here than Julia.  He is willing to separate for the sake of the Brotherhood; Julia is not.

O'Brien misleads them into thinking they are agents of the Brotherhood, secret cells, but in reality they will see each other again in the Ministry of Love.  They will face Room 101.  They will be tortured.  They will become unpersons.  They will see each other again at Chestnut Tree Cafe.

I think that what they are going to face is the stuff that comes after Julia says she won't separate from Winston and after O'Brien tells Martin to memorize Winston and Julia's faces.

What they are going to face is a struggle with no one to back them up.  O'Brien tells them that they will always be in the dark.  They will not know anything about the organization, they will not really get any support from it.

So I suppose he is telling them they will face a very lonely struggle with no one to help them.