My T was also saying few times that it is important to keep me safe and then usually I was responding that I am not in any danger In my case, she meant that I have a tendency to jump over few steps to get to the goal faster which is not always good and that some things should be taken slowly and carefully. The point was that I struggled (and sometimes still do) after the sessions so T didn't want to make it more difficult to me even while she knew that I was not in any physical danger... Maybe your T is a bit afraid that you might regret what you say or that you might have problems with managing between sessions?