Explain the final line in the chapter "Liesel's Lecture"

Hans tells Liesel in no uncertain terms that she must never tell anyone about Max. Hans explains in detail what would happen if she did: Hans would burn Liesel's books, Liesel would be taken away, and Hans, Rosa, and Max would all be taken away and never return. Liesel cries uncontrollably. The last lines are Everything was good... But it was awful too. Liesel felt loved and safe but at the same time, being caught housing a Jew would mean the death of all of them.