I don't know if "dangers" is your word or his, but it's been shown (a priori and a posteriori) that multiculturalism and ethnic diversity erodes trust and causes social strive.
This is opposed to cultural pluralism, where a dominant culture exists and tolerates additional values that don't erode or threaten the dominant culture.
The reason I comment is because I sense once again an attempt to shame Thiel for his views rather than parse them for merit. During last year's election we had a similar form of hysteria in these threads because Thiel dared to exercise his right to donate to a cause he supports.
Really wish this 'shame as an argument' tactic would cease.
Edit to provide evidence of the 'downside of diversity': http://archive.boston.com/news/globe/ideas/articles/2007/08/...