"I'm not in your unit, Hank. You don't get to dictate my choices." -Nina
Lady, This isn't a special treatment. This is who the man Voight is. Once he considers you a family or a friend, it becomes his duty to protect and help you. He protected kim, Roman and Atwater as patrol officers and Benny Severide any many survivors too.
And he never ever dictated how any of his unit's members act. They have their own voice and from the beginning different opinions than him. The difference between Nina and them, they voice their ideas and talk things out with Voight to reach a compromise, a solution even when they were in trouble, he advice and support them but never force them to deal a certain way.