Well this is intentionally up to interpretation, like many things.



One interpretation is 'protecting from Katherine's lies to trap Vincent into marriage under false pretense'



another is 'going easy on him in the nightmares'



I think the remake, Catherine: Full Body due out later this year will shed a bit of light on other interpretations of this too. But, like always, I do not advocate any one particular interpretation of the game - there are many many ways to look at just about everything and they are all correct within different contexts.