Look at the links you posted - in the second filing, the defense concurred with the prosecution's motion to keep this stuff sealed. It's not fear, it's pretty standard practice in a high-profile case like this: Zimmerman's statements are likely to be (among) the most important pieces of evidence in the case, and so, regardless of what he said, neither the prosecution nor the defense want everything out in the public before the case gets to trial (if it ever gets there).
But also note the prosecution’s attempt to close the suppression hearings from public view. Anytime there’s a motion to close a hearing, save juvenile issues involved, I get suspicious.