What's dangerous about that?

So Jan and I were chewing the fat over a cup of coffee and reminiscing about one of our neighbours in France. He was English and recently discharged from the Foreign Legion.
He had a thousand yard stare, he sent shivers through you. Let's just say that I'd always want him on my side in a fight. Absolutely no one knew that he was living there, which was surprising because the local mayor knew everything about everybody. I reckon he came to the village under cover of darkness on his belly.
Anyway, the last we'd heard of him, he'd moved over towards the Cote d'Azure and, because he was continually being asked to join a security service by his ex-legion pals, he was now probably doing security work in Baghdad.
I mentioned that because it was dangerous work I hoped that he was OK.
Jan, bless her, said  'what's so dangerous about security work in Baghdad?'
I had to point out, rather sarcastically, that I wasn't talking about a security guard at the down town, Baghdad branch of Tescos. Bless.
Anyway,  during the same conversation we were chatting about our dogs. Foolishly, I mentioned that Max was like me, soft, gentle but strong.
Jan replied, 'Yes, just like toilet paper.'
There was no need for that!