Hawkeye is also the one at Roy's side during Hughes' death, his funeral and the aftermath. This speaks volumes about their relationship. Hawkeye is the only one that Roy seems to allow next to him during these times, which are without doubt some of the most difficult. Hawkeye doesn't do or say anything special, she offers a comforting silence, a loving presence Roy can feel himself at ease with. She doesn't push him to react in any way, she just allows him to make up his mind as to how to react or what to say:

Hawkeye: Colonel. It's gotten cold. Aren't you going to go back?
Roy: Yeah, I will. Alchemists are horrible people, first lieutenant. Right now... a part of me is desperately trying to develop a theory on human transmutation. Now I feel like I understand what those boys felt when they tried to transmute their mother.
Hawkeye: ... are you all right?
Roy: I'm fine. Oh, no. It's raining.
Hawkeye: It isn't rain--
Roy: No. It's raining.
Hawkeye: ... yes. It is. Let's go back. It's... getting cold.

Roy is always most revealing about himself and his feelings when Hawkeye is with him, and this moment is no exception. He lets some of his fears come to light by warning her of the possibility that she could end up just like Hughes if she insists in sticking with him. Hawkeye, however, has her mind set up, as she'd reveal a little later.

     

I've already said that Roy isn't one of those people who allows his feelings to show. Even if he's breaking apart inside, he knows he can't stay still and mourn. However, right at that moment, his masks fall and he cries. In front of Hawkeye, only in front of her. He is not trying to cover it by the "it's raining", he's rather telling Hawkeye to let it be, to not mention it, to just be there. He allows her to be present at his lowest time, because he trusts her enough to share everything with her.

Later, after talking with Armstrong, Roy is able to set himself a clear objective again. But he still needs to be sure...

Roy: This is the perfect opportunity. I'll search the brass, and I'll definitely smoke out the guy who killed Hughes.
Hawkeye: It isn't like you to mix your professional and private agendas together.
Roy: There's no such thing as "professional" and "private". My intention as an individual is to become the fuhrer as well as to avenge Hughes. I'm sticking onto the brass. Will you follow me?
Hawkeye: You're asking me that now?

Aside from the fact that Roy is truthful and clear about his objectives only when Hawkeye is the one listening, this tells us he has a certain type of insecurity when she's concerned. She's the only one Roy asks whether or not she still wants to follow him. To the rest (Havoc, Breda, Fuery, Falman), he just orders them to... even if I'm sure Roy is always giving them the possibility to give up, whenever they want. I'm sure they know it too.

But it's not only insecurity, Roy wants to make sure that she's doing what she desires and not being forced by their promise or pushed by his strong determination. He wants her to know it's her choice all along, and that he doesn't take her for granted, ever. This question repeats itself through time.

She, of course, gives what is the most reassuring answer for Roy. The one that tells him he doesn't need to ask, she's constantly choosing to follow him. Choosing to be by his side. This is like a renewal of vows for both of them. He's asking her to be her touchstone again, she's telling him she's not going anywhere.