The feeling "I'm safe at home" is not about the physical facts, the geography of house and place.
It's about a feeling of safety, security and comfort which your partner with dementia cannot feel.
It's a feeling they are seeking, not a set of facts, so arguing about the facts won't help.
They're looking for the feeling of "I'm o.k., it's o.k. here, I'm safe" which their terrible disease has taken away.
Perhaps you can offer something that relaxes and comforts. Maybe a hug, a gentle song, a cup of favorite tea, a moment's relief from a question inside that can't be answered.
For the caregiver it can be a relentless stress of being with someone whose anxiety can't be eased.