Robots with wheeled, quadrupedal, or humanoid forms are increasingly integrated into built environments. However, unlike human social learning, they lack a critical pathway for intrinsic cognitive development, namely, learning from human feedback during interaction. To understand human ubiquitous observation, supervision, and shared control in dynamic and uncertain environments, this study presents a brain-computer interface (BCI) framework that enables classification of Electroencephalogram (EEG) signals to detect cognitively demanding and safety-critical events. As a timely and motivating co-robotic engineering application, we simulate a human-in-the-loop scenario to flag risky events in semi-autonomous robotic driving-representative of long-tail cases that pose persistent bottlenecks to the safety performance of smart mobility systems and robotic vehicles. Drawing on recent advances in few-shot learning, we propose a dual-attention Siamese convolutional network paired with Dynamic Time Warping Barycenter Averaging approach to generate robust EEG-encoded signal representations. Inverse source localization reveals activation in Broadman areas 4 and 9, indicating perception-action coupling during task-relevant mental imagery. The model achieves 80% classification accuracy under data-scarce conditions and exhibits a nearly 100% increase in the utility of salient features compared to state-of-the-art methods, as measured through integrated gradient attribution. Beyond performance, this study contributes to our understanding of the cognitive architecture required for BCI agents-particularly the role of attention and memory mechanisms-in categorizing diverse mental states and supporting both inter- and intra-subject adaptation. Overall, this research advances the development of cognitive robotics and socially guided learning for service robots in complex built environments.