Hypergamy is threatening because it means that all women crave alphas, but that they do it in an utilitarian way. Which contradicts the pure / empathetic / all kinds of good / peaceful idealization of women.
Hypergamy at its core is the red pill.
That a woman cares about what she gets from you (emotions, stability, resources, offspring, status, stuff) more than she cares about “you”. And that the minute that what she gets from you changes for the worse, she´ll leave for a better / fitter / more useful / higher status man who can give her better stuff.
Hypergamy basically means that “love” is for women what lust is for men.
Its not a pretty light, and specially un-pretty when the thing is placed on a pedestal and is setting the rules for everything else.