I dont want to be in any of those situation just same as many of you here because we are older, we experience and have good judgment than 2 little kids.
Ofc when asking people would you rather to lose your parent or be no one, the answer is obivous we would rather be no one because we love our parent and who the heck would want them to die. But this is because we have parent, we have experienced it, so we would care more about that matter.
If you just pull out from all of it and be wise like a normal judge, you can clearly see this way :
For Sasuke, he have experienced a good life with his family, love and support. For the incident that cost his parent life, he only have to bear the pain in a short moment until he meet team 7. Sasuke had choice to live on as there are so many people loves him, admired him.
For Naruto, he have no experienced in family matter, all he see is how other parent treat their kids with love. But that is not only the thing made him sad, the whole village, everybody hated him, stay away from him, scare of him. That misery still linger to his soul even after he meet his second family, team 7. You can see how much he put in effort to win their heart.
So if we see in this aspect, you can clearly see Sasuke still have choice regardless of his parent got killed, to be loved by many people.
While Naruto has to earn that "choice" and work for it as hard as we know.
