According to Osho, being with a living Sadguru is 'dangerous' because he compels you to live intensely and awake—like flying toward the sun—where your ego, comforts, and borrowed beliefs cannot survive. A living master draws you to risky heights of trust and transformation; you may 'fall,' yet only in that fire do essence, meaning, and godliness reveal themselves.
Being close to a real master feels scary because he makes you stop hiding and truly live, which melts your fake safety and stubborn pride.