I dont think we talk about:
"You shot Butch!"
"Which is why I needed you!"
It's a moment of high emotion for both of them: Edward is confused and thus angered by default, Oswald is desperate but in a way we hadn't seen him. We've seen Oz desperate with tears in his eyes, pleading, before we saw this raw desperation - why?
The thing is that the first one, while he meant it in his own head when he cried and said he loved Ed, Oz still had something to gain if the gun was put away - even if Edward still rejected him. This (^) time? This time he had nothing to gain by saying he needed Ed - actually he had more to lose. I don't even think he meant to say it initially but he couldn't think of what else to say, which is why he's desperate but it almost sounds agitated.
He doesn't want to say it because he knows it sounds weak which links back to early seasons where Ed says it's best to be left tied to no one because if you love nothing then you have nothing to lose. By paying for Edward to be saved its obvious that Oz can't bare to lose him and is - unintentionally - a sign that Oswald does truly love Ed, though this is more of a sign to the audience than to Ed in the story.