Ahh... welcome to the world. You are a cost center. You are a potential legal liability if anything you do could cause the company to have to defend itself.
And you may also do great things, and help do awesome corporate projects.
But first and foremost, your employment is a bet by the company that your usefulness will outweigh your potential minefields.
HR would be a legal liability if I came to them with problems, they didn't help me and it would later lead to something like depression or burnout causing me to be unable to work because of it. That's a much bigger risk than whatever legal liability you have in mind.
Of course I am a cost center and my employment is that bet by the company, but that's beside the point. Good working conditions increase the chance of that bet being in the money.
Perhaps he means when you’re already part of the company. You should nonetheless fight for your rights, but HR is not there to help you as employee, I suppose is what the message is about. They are there to safeguard the company from employee wrongdoings (be it true or not). I’d say talk to HR, but be 100% prepared to get backlash (maybe fire you) from them just in case. Sue them, move on.