In the expression 'I'm afraid' it is imperative to put *that* here:
Examples: I am afraid *that* I won't be able to help you
I am afraid *that* your question is irrelevant.
This saying is similar to the sentence beginning with, 'Sorry, but...'.
You cannot take it literally as the person saying it, is quite certain of his/her stance: I am afraid I can't help you really means, don't look for help from me!
It is what the French call une locution de politesse : it's a polite way of refusing the asker's wishes, for whatever reason.
That reason follows the expression 'I'm afraid'
Example: I'm afraid you can't take a camera into the stadium, this means no camera, or you lose the price of admission!