Well, she was going to miss him most of all.
It's unclear in the film just how old Dorothy is supposed to be. Judy Garland is older than the character in the book but somehow a romance still seems inappropriate.According to my boxset of The Wizard of Oz, there was a subplot of a romance between these two characters in human form at the beginning of the film which was taken out of the script in re-writes.
That's what that line of Dorothy's "I will miss you most of all" was meant to intimate.![]()