Defensive Sadness

He is concerned that abandoning his apprehension will bring something worse.  Anxiety in this sense is defensive.  It protects him against something that may be worse.  It may seem silly, but in the past any sense of ease or inclination to believe himself safe was the beginning of a new sadness.  It may not have been causal.  His relief and the start of hope may not have caused whatever followed, but he is not taking any chances.