Elena hardly stopped to contemplate that Damon might actually be a figment of her imagination on the Wickery Bridge. She knew that he was a very real, very separate entity to her hallucination.
There's something about Damon being the constant in Elena's life that means so much more than him just being there for her 24/7. Because even when he's not there, he is - as seen by her 4x03 hallucination. And he is there even when Elena's at her lowest and she's lost herself completely. More to the point, when Elena's losing herself and is hallucinating almost everything, Damon is the only one that is instantly separated from her distorted reality. In a heartbeat.
He's a constant not only in her everyday life, but also in her mind. This is the answer Elena was really looking for, to her question "Why am I thinking about you?" And I think she's found it.

The only time Elena could distinguish between what was hallucination and what was real…