Because others will try to hurt you through them? But what of the connections you make where you will protect each other from harm? Surely those are a strength and not a weakness. [She's not sure what to make of how indifferent he sounds about it.]

Have you been threatened before? [Since he obviously knows about the Black Order and Akuma wanted to destroy it.

As for that sigh....she wonders if it's because he doesn't know the reason.]