That's a Blue Dragon (Glaucus atlanticus). They can eat the nematocysts from jellyfish and store them to reuse as their own stinging cells. So..."dangerous," not really but as painful as they are beautiful...oh yes.
What? No one is comparing them. The question was asked, are they dangerous? OP mused that they have no natural weapons, or danger per se, but instead borrow the jellyfish’s defense. So they are painful in their defense. Likely not aggressive.
“Despite the unsavory or toxic taste they can present to their non-human predators, most nudibranchs are harmless to humans, except those like Glaucus atlanticus which consumes nematocytes and so may consider you a predator and sting”
This particular species does sting, so I would argue it is dangerous. But its mechanism is super interesting: it eats the stinging cells from jellyfish, absorbs them into its own body, and uses them to sting others the same way. Some even release acid. Incredible!
