There is a couple of ways of looking at this. One being they are not a threat because they are simply not here, this being the most likely. The other way of looking at it, playing devil's advocate, is if they were here, that simple fact alone would be a threat either directly or indirectly. To get here would require advanced technology, that technology alone is a threat, specially if it fell into the wrong hands. Then there is the threat of them just being here, as much as you like to think of yourself as accepting, the simple fact is much of the world isn't so. Much of the world would be skeptical of their motives, their abilities, even their existence would be a threat to people's religious and world views. Also how would the gov know they pose no threat, maybe the aliens are in it for the long haul.
Yeah, if they are here, they are a threat. Pure and simple.