Harry and Bob's discussion makes it clear that Harry knew that there was a good chance he was alive. Uriel wasn't letting him know that, since that would violate the extent to which he can influence Harry (and knowledge you are alive is huge influence), and Harry was playing along, since he could get more that way. I think Harry was asking for a look at people who mattered to him because he was unsure if he could/should meet them as Winter Knight, not because he felt final death was approaching.

Then there's this conversation:

"I'm headed for the great beyond and you still won't give me a straight answer?" I demanded, smiling.

Uriel regarded me pleasantly. He said nothing. A lot.

Uriel was basically telling Harry he wasn't going to the great beyond.

Uriel also has this to say:

"You've got it backward, Harry," he said. "You are a soul. You have a body."

Note the present tense. It might mean nothing, but given that Harry very soon finds out he's alive, I think he was giving Harry a hint.

When he woke, Harry was only really surprise about who had him. The rest was quite clearly an act.