Actually there is nothing he could have said that would have made you feel better about having your heart broken.
Closure is overrated in my opinion. It's like asking to be slapped or kicked as your ex walks out the door.
Knowing "why" someone doesn't want to be with you is not as important as being yourself. Ultimately we are all looking for someone who will love and adore us for who we are.
The reason why one person dumps you will be the very reason why another person falls madly in love with you! You don't want to fall into a trap of bending whichever way the wind blows. Stay true to yourself.
Your future lies ahead of you not behind you.
Best of luck!