I will remember my last ever 1 to 1 conversation with my sister. Espescially if she dies the same day.
Was it his last conversation with her, though? They may have spoken later on too. Like everyone says, it's hard to recall exactly what you've spoken about to someone, and it might not have been much at all. It's the type of thing, however, that will be in the recesses of your mind and may surface at a later date, without any pressure or prompting - rather like flashbacks.