This is a defining moment for Lev and Kolya's friendship, as it's the first time that Kolya becomes truly vulnerable in front of Lev. Kolya experiences fear, just like everyone else, but similar to how Lev fears his own death most of all, Kolya fears being embarrassed or mocked. We again see the power that Lev's father has even in death. In a way, he's now mentoring Kolya as well as Lev through his work, which continues after his death. It’s also noteworthy to learn that Kolya really did think he would die in the Crosses, despite his rather nonchalant attitude (in Lev’s perception) at the time.