...Not having any particular stake in this argument, are we quite sure that's Tyrell's intended meaning, something so mundane? I think Tyrell is more taking about stuff like this:
I have seen things you people wouldn't believe Attack ships on fire off the shoulder of Orion. I watched c-beams glitter in the dark near the Tannhauser Gate. All those moments will be lost in time, like [small cough] tears in rain. Time to die
...i.e., Roy's greatness and accomplishment as a person. At that point, Tyrell wants to sooth Roy and make him accept his place by calling him amazing. Simply saying "well, that's the cost of bein' so darn strong" conflicts with his next line: "And you have burned so very, very brightly, Roy."