He can always rely on this overprotective niichan, that's why he doesn't need to protect himself. Who needs to be careful when you have somebody to rescue you? But yes, I anticipate he'll try to take on something dangerous and get in over his head. (Let's hope he can pick up a bit of swordplay before he shows up in Faerun, because bardic abilities don't appear to be a flawless method of fighting back.)