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"I had turned to the wilderness really, not to Mr. Kurtz, who, I was ready to admit, was as good as buried." (3.20)
Marlow seems to see Kurtz and the wilderness as different, but from where we are (safely on the other side of the page) they look pretty similar: dark, evil, and inescapable.
"I felt an intolerable weight oppressing my breast, the smell of the damp earth, the unseen presence of victorious corruption, and the darkness of an impenetrable night…" (3.20)
Check this out: once Marlow decides to go over to the dark side, the imagery starts getting pretty grave. Literally. A weight, damp earth, "corruption," darkness—doesn't it sound a little (okay, a lot) like he's being buried alive?
"The fact is I was completely unnerved by a sheer blank fright, pure abstract terror, unconnected with any distinct shape of physical danger. What made this emotion so overpowering was - how shall I define it? — the moral shock I received, as if something altogether monstrous, intolerable to thought and odious to the soul, had been thrust upon me unexpectedly." (3.24)
The "moral shock" that Marlow feels when he realizes Kurtz is gone probably comes from his shock that this guy who's so much like him is gone. The fact that Marlow just recently chose Kurtz over the manager and the Company makes it even worse.