Sunny meant what he had said to Jet and the Saints of Night. Their situation was indeed desperate — the end of days was swiftly approaching, and the fate of humanity was woefully undecided. Perhaps others could ignore that ominous truth, but as one of the Supremes, Sunny was personally responsible for what would happen to the world in the end.
So, unlike those who wielded less power, he could not allow himself the solace of wilful ignorance.
'Things would have been easier if I could...'
He missed the time when all he worried about was making enough credits to fill his belly and live a lavish life. Well... that, and surviving another day in a world where everything seemed both unfathomably powerful and hellbent on killing him, somehow.
In any case, Sunny could not allow himself excessive caution.