I do not ask You to take them out of the world, but to keep them from the evil one. John 17:15
Jesus loves us so much that, before leaving this world, He interceded for us before the Father, so He would keep us from evil, for He knew the enemy and also that he would not rest until seeing us destroyed. For this reason, He needed to tell Him not to leave us on our own.
We know that our warfare is not easy, that there is an adversary willing to do anything; but we have to be confident, for this prayer caught his attention, so He will intervene and evil will not prosper. He gives us total backup in the face of any attack from the enemy, for He will wage war at him. His beloved Son asked Him to do so, and that is enough for Him to defend us.
And this plea still remains in Heaven. He continues interceding for us so that our paths are surrounded by all the army of God, ready to go into action when He orders it, so nothing will happen to us.