Florida isn't scared of anything, at least that the States know of. They've seen him fight a crocodile, bite a senior, and walk off a scorpion sting like it was nothing.
They've tried getting Alaska mad at him, it didn't work. They've tried getting Gov pissed off, it didn't work.
So as far as the states know Florida has no fears.

...

...but he does.
He's scared of being traded off again... abandoned...

The time he was with Spain, and for a brief period England and when part of him was a French territory, he knew he was never wanted.
Always being traded away but never cared for.

When he joined the US, and when he moved into the State House he finally had a family, people who cared about him and didn't just get rid of him to bring peace.

He's scared that one day he might go to far and that he would be traded away again...