Correct me if I'm wrong, but I don't think that baby Aegon currently has a claim to the Throne, especially by the laws of Dorne (which it is fair to assume Doran would honor). Aegon is the son of Rhaegar, who was the heir until his death on the Trident. At the moment of Rhaegar's death, I believe that Viserys was then King Aerys eldest son. Does that not make him the heir? Then of course Viserys dies at the hands of Khal Drogo. According to the laws of Dorne, a female has the right of succession as well. Which, I think in Doran's eyes, puts Dany as the rightful Queen.
If The Mad Kind had somehow died before Rhaegar, then Aegon (if still alive) would be the Heir. But of course it didn't happen this way, and unless I am missing something (any experts on the laws of Westerosi succession out there?) Dany is the Heir, by Westerosi, Valyrian, and Dornish tradition.
Perhaps the "most dangerous man in Dorne" line points towards Darkstar's cruel nature coupled with the reality that if he is Aegon, then he is second in line since Dany has no heir herself. If he knew how close he was to a Targaryen throne, he might be dangerous indeed for Dany and for Doran's plans.