Lightbulbs can be tricky to change, so your discomfort is understandable, and the maintenance worker's reaction baffling. At least the front desk seems helpful.
A couple of additional thoughts occur.
1. Though CLFs may appear sturdier, they are far more hazardous to you if they break. The gas inside is potentially toxic, as are any fragments. The EPA and other websits have good instructions for how to clean up a broken CFL bulb, and how to dispose of them safely (again, because of the gas inside).
2. If you are worried about changing a bulb in a live socket, unplug the lamp or light that the bulb is in (assuming the bulb is in such a light). This eliminates the electric shock risk. I've been shocked a few times. It's not a pleasant experience.
3. Wear gloves when changing bulbs. Thick rubber gloves, leather gloves, whatever. You'll virtually eliminate your risk of injury from a broken bulb, and reduce or eliminate the risk of electric shock if you touch a live bulb socket by accident.
Good luck with light bulbs in the future. I suspect this fear is rather common, given the many different light bulb jokes I've heard in my life.