When you're reading a book and a character dies out of nowhere.
Jaime is not in love with Brienne, and she may be in love with him but Brienne pretty much falls for any man who appreciates her (e.g. Renly) Brienne will move on from Jaime fairly fast, but it would take Jaime a /very/ long time to move on from Cersei if he ever wanted too. (Who am I kidding? Of course he wants too, he just can't.) She's his sister and his lover so they have twice the connection and he's loved her his entire life. Jaime and Brienne have a platonic bond, nothing more.