Why do you think that looking out the window makes Bruno feel "very cold and unsafe"?

The view from Bruno's window is of the camp and its prisoners. Bruno doesn't understand their status as prisoners, but he does see that there is something wrong. When he confides in his sister about his feelings, she becomes apprehensive and doesn't want to see it for herself. 

"...there was something about the way he stood there that made her feel as if she wasn't sure she wanted to see these children at all"