Clipless help power transfer (you can pedal in a circle and they keep your feet on the pedal). The keep your feet from slipping off, and they can increase control of the bike (your feet can help control the bike along with your hands).
Once you switch to them and get comfortable in them they can be safer than not having them- I hate my feet slipping off my pedals, for example.
They aren't dangerous once you get used to them, it becomes second nature to twist your foot.
They aren't for everyone nor are they for every bike, and there is nothing wrong with not having them.