Have you seen Sherlock's face when she says that??? Complete and utter hurt. I think that he is blaming himself for the fact that the one woman he trusts doesn't think she counts. This is the part where we see another side of Molly, and a softer side of Sherlock.
Sherlock and Watson are bros for life, and they'll always have each others backs no matter what in a sort of symbiotic kinship. They saved each other and they need each other but they are NOT together. That's why I ship Sherlolly and not Johnlock. Molly loves Sherlock in the romantic sense, John and Sherlock share the pure love of brotherhood.