You're accepting a random photo from a random Internet stranger which means there is a good chance it is a dick pic, a shock site picture, gore, child porn, or contains misc other unsavory content.
I think the danger element more refers to just putting yourself out there and sending a photo to a stranger and not knowing when or what you will receive back. It could be beautiful artwork, nature, cute animals, or something more strange or challenging. That's the danger part.
Anything that crosses the line will be immediately removed and appropriate action taken.