Sam: Are you telling me that the leaps are gonna get tougher?
Al (the "Bartender"): Where would you like to go, Sam?
[a tear rolls down Sam's cheek].
I don't think I understood it at the time, but the character of Sam Beckett was formative for me: He chose self-sacrifice.
The "Bartender" had just told him that he determines his own fate. He controlled "going home". It is understood that he is in control of his destiny... and if he does, he denies the core of his being.
@Longbowgun That's interesting. I had a different take, given what was fed toward the end of the season in line with the Evil Leaper. That with each jump, he loses a little bit of his memory of home and his self. That eventually all he will know to do is leap and neither knowing nor caring he was once "Sam".