There are some things that we don't do because of the danger. Things we do not do because of Danger has a list of some of them.
Are these things dangerous to non-Jews as well?
There is an interesting Gemara in Avodah Zarah (31b) which provides a partial answer to your question:
(translation adapted from Soncino)
It seems that some of the things which are considered dangerous are only considered so due to other factors having to do with the physical constitution of one who observes the other laws of the Torah.