Dean I don't think does, or at least not in the same way. Dean had four years with a mother, living in one house, with a less-traumatized father. After his mother's death, he, in my interpretation, continued to have greater emotional intimacy with their father than Sam did.
Sam had six months with a mother. From that point on, he moved around too long to form attachments with neighbors, and his main source of emotional intimacy was a troubled and distant father and a brother who was a traumatized little boy. The fact that he is as close to Dean as he is is a testament to Dean's attempts to connect to him, but a scared six-year-old can't raise a two-year-old.
Note how Sam and Dean handled their first loves: Sam kept the truth from Jessica. The truth about their world. By contrast, Dean gave Cassie the truth, in defiance of every stricture of his life.
It’s not that I think Sam is afraid of emotional intimacy. We all know that story, right? The hero was emotionally intimate with someone, they were burned, never again. Right? And then something changes their mind.
But Sam’s not afraid of emotional intimacy. He doesn’t even know what it is, not really. Sam’s self-analytical but not particularly self-aware, at least that’s how I see him, and I don’t think he would think to analyze that. He and Jess were perfect on paper. The supportive blonde woman…his dream of his mother. His hallucination, in WtLB.
Someone once observed that Sam and Dean have switched places in later seasons: Sam is withdrawn, Dean social. But is it such a switch? In Skin, when Rebecca finds out the truth, she’s quite supportive. He is less receptive. When she asks Sam to call sometime, he says, “It might not be for a little while.”
We never see Rebecca again.
Unlike Jess, Amelia knows that Sam has a secret (“That life of yours I have no idea about.”). Sam tells her she doesn’t want to know, and says, “It’s a big step.”
When Amelia asks if she means for her or for him, Sam says, “Both. I... need to think about this. You need to think about this. Words will never cover what you mean to me – what you'll always mean to me, but we should...”
He chooses not to be with her.
Then there’s the way Sam pulls away from Bobby, in Mystery Spot, and between S3 and S4. I once saw a fan claim that Ruby faked affection for Sam in order to manipulate him (or something along those lines), but in fact, she doesn’t. She expresses sympathy for him, yes, but affection? She never claims to love him.
Perhaps it would have backfired.
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