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Of course he is no threat to the protocol. If you don't get that you don't get the protocol.
The danger is the human influence factor. He has a ton of respect. Thing is... this is true of any market influencer so not really unique to bitcoin. His power is really in his influence.
The other thing to consider is that wealth matters. Not in the protocol but outside of it. IE, paying bitcoin devs. Paying companies. Buying influence to fight against good ideas. A dark Saylor could do harm depending on your opinion about what should happen. Thing is... he would be affected as well.
Bottom line. I don't lose any sleep over Saylor nor should anyone else.