I've been thinking about Harry Potter (as you do

) and I would suggest it's not a transitional fantasy
at all, it is set in our world. So is it fantasy? It is entirely based in the real world where there is a shadowy existence of wizards, witches and fabulous creatures which we as Muggles cannot see. All this is being kept hidden from us by the Ministry of Magic who interestingly co-operate with real world Government including our Prime Minister - as seen when Sirius Black escaped.
The activities of the wizarding community are kept hidden, there is even a Misuse of Muggle Artifacts Department which covers up misdemeanours of experimenting wizards like Mr Weasley, who indeed faced discipline at work because of his own activities. There is even the Office of Misinformation which comes up with lies to tell Muggles when they have seen a magical creature; these are then passed on via the real world civil service.
This is more akin to The X Files which portrays a hidden, shadowy aspect of society where strange creatures, aliens and 'men in black' operate. This is all going on under our very noses too, kept hidden by the powers that be. I for one liked to speculate on the possibility that things portrayed in The X Files might be 'real', as it invited us to do so, playing on our paranoia. The difference with Harry Potter lies in that we are all brought up with fairy tales and are eventually told or discover for ourselves that there is 'no such thing' as a wizard like Dumbledore, nor are there unicorns or three headed dogs. The same thing is
not said of shadowy government agents and secret experiments.
So I'd venture to say that Harry Potter isn't dangerous in any way, as we all eventually (and possibly sadly

) learn that the magical good/evil world of fairy tales doesn't exist in our own world. Whether it exists in another world or form is a different matter entirely. Possibly the most serious danger arising from Harry Potter is that children might want to follow in his footsteps in the form of his career ambitions. He wants to join the Ministry of Magic and become an Auror. Maybe hordes of young people brought up on Harry Potter will take a sudden interest in joining the Civil Service?