The Protagonist was worried or alarmed because he knew that <PERSON> telling him (his past self) about the Plutonium-241 (actually a section of the Algorithm) is what caused him to lose it to Sator. In that scene where that quoted dialogue took place, the Protagonist already knew that the Algorithm could bring the end of the world. He didn't know this yet when he initially talked to <PERSON>.
Related dialogue in the scene when <PERSON> initially told the <PERSON> about the 241.
<PERSON>: What if you have something he needs?
Protagonist: Such as?
<PERSON>: Plutonium-241.
...
Protagonist: Helping an arms dealer steal weapons-grade plutonium is unacceptable, <PERSON>. I'm just gonna take him out.
<PERSON>: No, no, no. <PERSON> has to stay alive. He has to stay alive until we know his part in things. Leverage the situation, without losing control of the 241.
After the Tallinn heist and car chase, the <PERSON> lost the 241 to <PERSON>. 313
The Protagonist (who has inverted and went back in time) wanted to know why <PERSON> will tell his past self to steal the potentially world-ending 241 / Algorithm section in the first place (causing him to later inadvertently lose it to <PERSON>). (<PERSON>: "If I don't do something, in two days, she tells me about the 241.")
<PERSON> expounds on the matter in the next scene. Related dialogue:
<PERSON>: What did I do?
Protagonist: It's what you're going to do. In two days, you're gonna have me dangle Plutonium-241 in front of the world's most dangerous arms dealer. Now, I wanna know why.
<PERSON>: You let <PERSON> get hold of 241?
<PERSON>: No, I let him get ahold of the algorithm. So, tell me about it, <PERSON>.
...
<PERSON>: You're going to warn me.
<PERSON>: No, I'm not. Ignorance is our ammunition.
<PERSON>: Come on.
<PERSON>: If you had known what the algorithm was, would you have let it fall into <PERSON>'s hands?
<PERSON>: You want <PERSON> to get the last section.
<PERSON>: That is the only way he'll bring together the other eight.
<PERSON>: I was supposed to steal it... Then lose it?
<PERSON>: Mission accomplished. 313