Because if someone kills you, I want to have a list of names. [Possible culprits, he means. This isn't so much about distrusting Damian as it is about being suspicious of everyone else around them.

Damian might be well trained, but he's still a child.]

You can't expect everyone you ask to tell the truth, and you can't expect them to not think twice about your motives. You could be targeted. That's why it's important.