What she means:
Look, in Blackout, Pete goes to tell Sonny to get away because there's danger in the streets and people causing chaos. And then Sonny refuses so he can take care of the store which is all his cousin has left of his parents' legacy. And when Pete tries again, telling him it's futile, telling him like it's the most important thing, Sonny still refuses and suggests a plan to fight back. And what does Pete do? He joins in and suggests a way to keep people away. And if you see clips from the Broadway version, you see him motion Sonny back as he pulls out a firework to threaten the others before aiming it at the sky. Sonny is so pure and Pete just wants to keep him safe and would risk so much to make sure he's happy as he stands for what he believes in.