hurt?

Is it true that the closer the particular friend with you, the more he/she will cause hurt to you?!

Just coincidentally bump into this kind of saying. For example a friend is close to you, so means like, by "common sense" or as thought so, you won't take serious or mind about what the friend talked or did to you. Maybe the friend accidentally said something that actually hurts, but the friend thinks that, "aiya, you won't mind that, right?" Actually you are mind about that, but how are you going to say that out? Say it out, might hurt your friend's feelings too.

Somehow, from a friend, I learned that whatever it is, if I feel offended or so, I am asked to say it out. (although most of the time I don't do so, and I will forget it quite fast). I got a friend, in University life, can be considered quite close. When the friend answered in a tone that everybody won't be liking it, I still will say "never mind". Then my friend will say "thanks for understanding and considering". Well, I just don't want anyone feel bad. But is this act right? Even though I MIGHT already being hurt, but I still say is ok. Seriously, I usually feel a bit confused and wondering why my friend behaved so, anger normally comes NEXT if I am very frustrated or feel offended, not FIRST. So, that's why I always say "never mind" for that kind of so called offense.

Or actually I already feel hurt? Hurt until no words can be described. So, anyone can share and tell me about what I said in the very beginning? Is it true?