Yes, it's perplexing to list a Danger that you may never encounter, but this is done because there are cards in the game (e.g., barriers) that have you encounter the Danger. So it's listed in case you need it.
This is one of the Core mechanics most confusing to newcomers, as there are many questions/comments similar to yours. See, for instance, this post.
|Vic Wertz Chief Technical Officer|
|Keith Richmond Lone Shark Games|
A bunch of cards care about the Danger, so we really do need to include it in every scenario. Some of the locations might not show up as often if you have a small group, though.
Locations: Abandoned Shacks, Caravan, Cave, Chambers, Dungeons, Forest, Glade, Ruin
Barrier: Foes On All Sides, Ingratiating Minion, Paralytic Pulse
Monster: Gray Maiden Footsoldier
Story Bane: Planar Rift
Ally: Skoan-Quah Boneslayer
Noted that you'd like to see more of it, though.