For one, fusion reactions generate neutrons that activate all the structural material of the reactor, creating radioactive waste. The waste is shorter lived than fission waste but is still a risk.
A more obvious risk is the pure destructive power of that much energy. High pressure, 100 million degree plasma is full of risks. It's nice that fusion reactors can't "run away" like fission does, but you still have to deal with material 6x hotter than the sun escaping confinement.