The ability to manufacture rockets like this would of course be very valuable to anyone developing ballistic missiles for military purposes. But there are also big differences as those use mostly solid fuel. Selling this information to other countries could be a potential national security risk.
Musk's rockets are inside the US, he would probably be able to launch one rocket on a target before the US military would stop any further launches. So I don't think any direct threat here by Musk would be that worrisome.