Philip says those words over and over to Martha, someone who's heard them many times before and is finally beginning to realize how little they actually mean. He's the man she married — to whom she promised herself, and vice versa — but he's also a KGB spy, and despite her blindness in other areas concerning Clark, Martha is sharp enough to realize why someone involved in the KGB might be interested in an FBI secretary. But still, she accepts his promises and the small comfort that comes with them.
On some level, Philip means those promises to Martha. He desperately wants everything to be okay, for Martha to survive and not go to prison for colluding with him. His guilt over the position he's brought Martha to is tremendous — even in his post-coital glow with Elizabeth, he can't hide his concern and anguish over Martha. But there's something deeper motivating Philip's behavior: He's protective of Martha, and defiant toward Gabriel and Elizabeth when they question his decision to "bring her in." It's enough to suggest that a stronger emotional connection exists — and nobody is willing to admit it.
Elizabeth and Gabriel are right to be worried about Philip, and not just because he's shown Martha his de-wigged self. (Remember, these are the magic Americans wigs that induce face-blindness in whoever looks at them, so that's a big deal.) Philip is acting out of emotion, not logic, and the fact that he happens to be right about the FBI being on Martha's tail doesn't fully obscure the fact that he, on some level, wants Martha's cover to be blown so he has an excuse to save her. Gabriel, Elizabeth, and even Martha herself suggest that Philip may be wrong, but he won't hear any of them; he knows this is his last chance to get Martha out of harm's way and into Moscow's cold embrace. (Whether that may be a fate worse than death for Martha, particularly without "Clark" by her side, doesn't seem to matter that much to him.)
Philip's defiance finds a sympathetic ear in William, who is seeming more and more like a walking cautionary tale for the increasingly embittered Philip. The pair have a couple of heart-to-hearts about Martha over the discussion and trade of a new bioweapons specimen — tularemia, or rather a dead rat carrying the tularemia bacterium — that makes clear the reasons for William's unhelpful demeanor over the past few weeks. "Our bosses don't know what they're doing. You figured that out, right?" William sneers, giving voice to Philip's mounting concerns about Gabriel, the Centre, and the KGB. Philip and Elizabeth are used to taking orders second- or third-hand, but ultimately, they have very little say in what becomes of the information they acquire — or the people from whom they acquire it. I've written before what a big role the theme of trust plays in The Americans, and given the extent to which we've seen Philip's trust in his bosses deteriorate this season, it makes sense that he'd be open to William's suggestions that he knows better than his superiors when it comes to Martha.
And in this particular case, Philip does. He knows he shouldn't be away from Martha's side at this delicate time, something neither Gabriel nor Elizabeth fully grasp. (Though Elizabeth's reaction to Philip's decision to stay with Martha, while she goes home to cook Korean food for the kids, is at least partially colored by what she suspects about her husband's emotional connection to his "agent.") Clark is literally the only thing left to which Martha can cling — both emotionally and literally, which she does during their tear-stained sex. As soon as Clark is removed from the weird little domestic scene in that safe house, the panic Martha has kept at bay crashes to shore, and she storms out of the house as a helpless Gabriel looks on.
Gabriel's enfeebled post-Glanders state functions as a physical manifestation of his diminishing control over his charges, Philip in particular. As he totters around on a cane and pops medication, Gabriel does not exactly give off the air of someone who can manage a situation that's gotten away from him. (It's a credit to Frank Langella's performance that this change in Gabriel's presence from "kindly but authoritative" to "concerned and unsteady" is so subtle, yet so apparent once you're watching for it.) Gabriel has fostered enough trust from Philip and Elizabeth over the years that his words alone are enough to influence their actions — though it's gotten increasingly hard with Philip as of late. He has no such control over Martha once she awakens to discover Clark has left. "Trust you?" she whisper-shrieks to him outside the house. "I don't know you!" Gabriel's function within Directorate S is based in personal history and institutional trust on the part of his charges, neither of which he has with Martha. Nor does he have, in his current state, the physical ability to forcibly stop her from leaving. Without the assistance of Philip or Elizabeth, Gabriel can't keep Martha from marching out into the street and threatening to shout those three dreaded letters — KGB — if he comes near her.
Ironically, that threat from Martha represents another broken promise from Philip, which he made to Gabriel, and by extension, Elizabeth, the Centre, and his government. Philip has gone beyond simply "bringing in" Martha — he's told her the truth, and that has the potential to ruin all of them. It's a shocking betrayal to both Gabriel and Elizabeth, who trusted that, whatever doubts he may have, Philip would never break such a fundamental rule of spycraft. Whatever his motivations for coming clean with Martha, Philip and his Directorate S comrades stand to lose far more from the revelation than Martha gains in learning it. Philip may have taken away Martha's gun — probably a smart move, given her state when she escaped Gabriel — but he gave her an equally dangerous weapon when he decided to share the truth with her.
But the truth won't save Martha now. She seems to realize this when Philip tells her he's KGB, and she simply nods, her worst fears confirmed. She certainly realizes it when she suggests they run away together, desperately hoping her fears about his relationship with his "sister" are unfounded and that her relationship with Clark is real and can save her. (A particularly brutal bit of thematic foreshadowing to that effect: a television report playing in Martha's apartment as she prepares to leave, likely for the last time, that extols the triumphs of three different single women. How much simpler Martha's life would be if she had remained single …) Martha's only options now are to run — with or without her "husband" — or return to the FBI and hope Clark/Philip's suspicions were unfounded. And only we know the full extent of how disastrous both of those choices would be.
Based on the revelations in "The Rat," we know that Martha's time at the FBI is effectively over. If she shows up after her "sick day," she'll face not only Stan and Aderholt, but also Gaad, who now officially knows Martha may be "bad," as Stan calls it. (To put it another way, she's the FBI's rat, in case you didn't catch the double meaning of this episode title.) The duration and capacity of Martha's tenure with the FBI is so substantial that even the suggestion of a relationship with an illegal would be enough to get her marched out of the building, if not directly to a jail cell, if she showed up at the office again.
It's a bad situation, one even Stan tries to talk himself out of when he sees Gaad's distress over merely thinking about Martha's destructive potential. "How could I not see it," Gaad murmurs, horrified at the possible implications of this breach. Stan's answer, given in comfort, summarizes the motivation behind nearly every action and betrayal on The Americans: "We trust each other."