I know it sounded a bit like a joke to make her smile, but in this scene, Damon basically tells Elena that he wants to rest where she died too, in the water under the Wickery Bridge. Where her parents died too. And that reminded me the conversation Stefan and Rebekah had when he told her that he wanted to be burried with Elena and Rebekah replies that she burried her beloved, where they were supposed to get married. Too many coincidences, parallels, it cannot be unseen. Damon doesn’t want to leave Elena even in death. He wants to stay close to her, no matter what, even by little symbolism like the Wickery Bridge and that’s amazing.