Co-worker hypothetically threatened my child

So I have a coworker that is super socially awkward and everyone just knows that’s the way he is and he says weird things sometimes. But he’s super nice so most of the time we just let it go. Well this conversation, I just couldn’t let go.

CW: how is you dog getting along with your baby?

Me: oh they’re getting along great. My son loves our dog.

CW: is your dog protective of your son?

Me: no, not really. Our dog is more like part of the family, not really a guard dog.

CW: so if I were to come to your house and threaten your son, would your dog be protective?

Me: uhhh probably not. He’s not really a guard dog...

(CW walks away)

After he walked away I thought about the conversation and it just really started to bother me. I went home that weekend and was really nervous about our safety, making sure the blinds were shut where my son was playing. When I went back to work, I went into mama bear mode and reported him to HR. I knew 100% in my heart that it was the right thing to do. I had to protect my family and this is not the first unacceptable thing he has said to me.

HR talked to him and he still doesn’t understand what he did wrong and is really upset and embarrassed. I do feel bad for him since I do not think it was his intention to make me feel threatened, but he cannot say those kinds of things. My friend who I work with is not being supportive because she’s worried that my association with her will make him upset with her and it seems like she doesn’t think I should’ve reported him in the first place. She is not a mama, so maybe she does not understand how fiercely I need to protect my child, but I’m hurt that she does not have my back on this. I guess I’m looking for a little support and validation.