She's a bit fucked up I'd say
Well, the thing is, she's
right. Being a Grail War master is a very dangerous role, and Shirou is hardly the sort of person to maximise his own chances of survival, either.
It is noticable, though, that if Sakura and Saber spend time together they do warm to each other somewhat (I can't remember if it's Fate or UBW where Sakura sleeps over for a night). Sakura would certainly appreciate Saber's protectiveness of Shirou, even if she doesn't appreciate the fact that Shirou is a master.