This was a really powerful scene. Not only did we get a look into their worst fears (and actually hear Twilight sob for the first time rather than just seeing her cry), but Spike's fear has nothing to do with Rarity. Also, in looking about this scene, I learned something else. Twilight's worst fear isn't connected to losing Spike, because as she just said herself, she's never going to let that happen. I was touched.
That scene totally caught me off guard. At first when Spike was looking into the fear door and kept saying that he "didn't want to go", it at first looked like they were setting it up for something comical like going to the dentist or something. But when he said that Twilight disowning him was his biggest fear, I was left speechless.
I am so glad that we got to see more of the mother/sister-son/brother relationship that Twilight and Spike have.