He settles a little but then almost immediately tenses. Dean doesn't know where Sam is? How can Dean possibly not know where Sam is? He's Death. Isn't he supposed to know who is running heaven and hell? But then again he's fairly certain Dean doesn't know what he's been doing, what's been keeping him from him for the last century, so he supposes.
"Dean, Sam is in hell. He's been there since before you died." And of course that is probably not the best way to explain this either. "It's not a punishment. He isn't there ... against his will persay. Sam is, for lack of a better word, the devil."