I don't really remember right now.
But even if they did say that it could still be interpreted as the keyblade is the only thing that can destroy them... not necessarily exactly implying fear... but you could be right. I personally just don't think that they are afraid of Sora.
I mean would you be afraid of him... XD
I see you have changed your statement slightly. Before it was just "because we have something to offer" now it's this...well aside from Saix, I believe, who said exactly in KH2 that "Heartless side with whoever is strongest." I can't really prove you wrong.