"I am when it comes to her!" he snaps. Because for all of Strange's pride, for all of Strange's egotism, for all of his arrogance, that's what it boils down to in the end: he's a mage who's simply unable to accept that his loved one has died. All this power, all this magic at his disposal and he can't save her? Unacceptable.

Yes it's petty and yes it's selfish but Strange does not care.