I needn't have been

[Mike Hussey]

Jordan was arrested for stock fraud:

Jordan: When we arrived at the prison, I was absolutely terrified. But I needn't have been. You see, for a brief fleeting moment, I 'd forgotten I was rich.

What does "needn't have been" mean?

Source: The Wolf of Wall Street (a 2013 American biographical black comedy crime film directed by Martin Scorsese and written by Terence Winter)

 

[Tdol]

He thought prison would be horrible for someone like him, then he remembered he was rich. He wasn't a rich boy with something to fear- he was rich and had options and choices.

 

[emsr2d2]

Would you have understood it more readily if it had said "When we arrived at the prison, I was terrified, but I didn't need to be" or "... but there was no need"?