Nobody was safe. Surely, even though he was so blindly committed to the Ministry, Percy was aware of that. Even if he truly did still believe that they had everything under control, Penny knew that he knew, as well as anyone (if not better) how grievous the environment was. For everyone. Especially for people like Penny. And, of course, that was why she had left.
Still, of course it meant a lot to Penny that Percy was still concerned for her safety.
"I'm safe..." she began, slowly, dropping her gaze to her hands, folded in her lap. "As safe as safe can be..." After a moment of silence, Penny lifted her gaze again, watching Percy carefully, reaching up to push a strand of hair away from her face as she spoke again, more confidently.