It was the first time since being reborn in this life, that Asura experienced loss. To Asura, Ignis was more than just a Valkyrie soldier, though not quite a lover or someone he planned to marry. Her presence and existence were like a sign.
She was the symbol of his current growth and future goals. A guidepost of when he began to mature and chose to change his fate.
During most of his struggles, Ignis was there, always fighting or standing behind him, ready to support him. She would never ask for more or request time off and would rarely complain unless it was to guide Asura on a better path.
Therefore, when his link with her shattered and vanished. I
It was a blow that he couldn't endure, as big a loss as losing any of the women he cherished.
The loss of Ignis led Asura to a serious realisation. His feelings for the awkward Valkyrie were unique and more natural than any of his other beloved women, a revelation that intrigued him.