The desire of feeling protected is not insane but natural. Feeling protected and safe obviously makes us happy. It's a very common survival technique we adopted over the thousand years. We can talk about the benefits of this feeling for an hour. But that will not help us ensure protection for all.
Moreover, feeling protected and being protected is not also same. You can have high security around you, a great amount of money on your account but still feel unprotected. So, I would say 'feeling protected' is more important than being protected. Because this feeling can not only bring peace of mind but it also makes our life easy.
Now, the problem is, not always our surroundings can let us feel protected. Every day you may face so many struggles and it may create fear in yourself. But there is something helpful which can be practiced to increase the feeling of protection.
Ask yourself what makes you feel unprotected and erase that from life if possible, Changing our surroundings; it can be from our household to people around us that can help to feel protected. If people around you don't make you feel protected then do connect with more positive people. If you are a believer, then believe in spirituality. This helps a lot to increase the feeling of protection. Most importantly, make sure you are capable enough to save yourself.
There's nothing best than a self-protection mindset. Be powerful and befriend yourself. This feeling can increase the comfort feeling in our minds. It's like knowing there's someone who will save us, who will protect us no matter what. If there is nobody then be that person for yourself. But never feel insecure and increase your fear that you are alone.
Tell yourself 'you are protected'. This feeling will sure bring peace of mind!