So far Trump has not seen fit to share what the "unspecified danger", only sharing "And there are tremendous threats to our country. We will not allow that to happen, I can tell you that. We will not allow that to happen." 

He asserts that "he will prevail in court if the case is argued on the merits." He had the opportunity to present the merits but failed to do so. The court has the constitutional authority to review and limit Executive Orders. The rationale for the Executive Order could be presented in an in-camera session.  What is unreasonable is Trump's assertion is that his Presidental authority has no limits. It tempered by both Congress and the Judiciary. I

Trump labelling Judge John Roberts "a so-called judge" and accusation of the appellate court as being "so political" reveals that he considers himself not constrained by the rule of law. This is the most concerning aspect of the Trump presidency.