After Kylo Ren forced the location of the map out of him Poe knew he was useless to the First Order and likely slated for execution. When Finn comes to take him away Poe is convinced that's where they're going.

Fast forward to when Finn has already been in the Resistance for a while and he and Poe are in an established, if still new relationship. Poe had more or less put his time on the Finalizer out of his mind, until he gets a nightmare or something and ends up telling Finn about it. Some sweet mutual emotional h/c ensues because I imagine Finn would be pretty shaken himself after that.