I mean, he's right. It's just that he isn't telling the right thing to fix the problem. Being strong won't protect her from people trying to kill her rather than capture her alive. She's not going to do well against guns, and she doesn't seem to have experience using guns herself. So if she throws herself at her opponents to beat them down and they take out guns and shoot her, she'll just die without her bodyguard being able to protect her correctly since she'll have jumped right into danger.