What is the ruling on saying: "May Allah not make me dependent on any of His creation"?

There is no harm in this supplication. Linguistically, the correct phrasing is: "I ask Allah not to make me dependent on anyone," or "O Allah, do not make me dependent on anyone." This is a goal intended by Islamic law, based on the hadith: "Know that the honor of a believer is his prayer at night, and his dignity is his independence from people."