I think it goes deeper than that, or at least at one point it did.  I think Walt has grown to love Jessie even *more* than his own son on some levels, something which he would never admit to himself but tacitly confirmed to Walt Jr. when he was drifting off to sleep and called him "Jesse" after being beat to hell.  


Granted, Walt Jr. probably didn't know what he was talking about, but still, it was an obvious sign to we the viewers about Walt's feelings about Jesse.  To say Walt and Jesse's relationship is complicated is a huge understatement, obviously, as it is based on a house of cards, but he obviously cared deeply for Jessie at least at one point.

edit: misspellong of Jesse the second time, thanks go to my boy RapedtheDucaneFamily, stand up guy.