The closer to a non-D A1c level, the better overall. BUT there is a substantial reduction in risk for EVERY 1% (old money, roughly 10 in new money) reduction in A1c. On the order of 30-45%. But since that is a relative percentage, the closer you get to "target" the less that percentage actually represents (the same percentage of a smaller number is itself smaller). In particular, the difference in risk between non-D levels (under 6% or 42) and recommended target for a diabetic (7% or 53), while certainly non-negligible, is not all that great in practical terms. Meantime, especially for someone on insulin, the difference in effort required and misery experienced to get from 7% to 6% may well outweigh the benefits in terms of quality of life. The officially named "complications" are not actually the only complications to diabetes - we also have to watch for burnout and depression, and more generally you don't want diabetes eating up your life. We're supposed to be living WITH diabetes, not living FOR our diabetes!
So your nurse has a valid point in this case, namely that you are already in a very "low-risk zone," and realistically, you may not be able to get your risk levels any lower, given everything else you also have to manage at the same time. And it's important to know that that is actually okay! The message here is not to fixate on non-D levels as being the goal and everything else is failure and flashing warning lights. Anyway, you're not non-D, are you? You're doing extremely well, and better than most - I saw a chart in the hospital clinic the other day that said that the average A1c among type 1 diabetics (not sure if this was Canada-wide or globally) is something like 8-8.5% (64-69). Now that's not a lot of information to go on by itself (no standard of deviation, no breakdown by age or other important factor groups, no correlated data on complications or QoL) but I do think that as most T1s are not dropping off from complications left and right, so that tells us that even a quite high average A1c is fairly sustainable.
Which is not to say that we should all just go "oh ok, I'll just chill here at 9%!" and not try for any improvement! But it's important to focus on goals that are realistic and achievable and it's important to know that you can fall far short of "perfection" and still be okay. (Obligatory caveat: everyone is different, and A1c is all about relative risk and population-wide trends, and not about what will actually happen to you. Some individual people can have near-perfect control and still end up with quite serious complications, and some people can run higher and seem to experience no complications to speak of.) This is part of why the move now is towards more individualized targets based on what else is going on in your life and with your health, because ultimately it's about striking a balance between effort (what can you personally realistically do), safety (high A1c is not always the greatest health risk a person faces, a good example of this is risk of hypoglycemia in the elderly), QoL, and health improvements.
Handy dandy conversion chart:https://diabetessociety.com.au/documents/HbA1cConversionTable.pdf
Personalized target calculator based on various health considerations:http://guidelines.diabetes.ca/bloodglucoselowering/a1ctarget