He knows he shouldn't be jealous. In fact, he feels horrible about it.
He tries not to think about it. But sometimes, when he lets his mind wander, he can't help but think about what might have gone on between them.
But Agent Donovan is dead.
And that… that is why he feels horrible.
He feels horrible for being jealous of someone who can never have what he still has a chance of having.
So he busies himself with work and he reminds himself that he's lucky he still has the opportunity to have a life with the woman he has waited so long for.