I don’t think Quentyn was a threat as such, but he was a distraction from the purpose that Quaithe sees for Dany. I mean, when it comes to trustworthy people, Quaithe is not exactly a posterchild. She has her own agenda for Dany, whatever it may be. (I don’t think it’s a malicious agenda, but it may see Dany more of a symbol or for her magical potential rather than as a person.) But per her words:
"To go north, you must journey south, to reach the west you must go east. To go forward you must go back and to touch the light you must pass beneath the shadow."
…Quaithe seems to believe that Dany must go east and south and to the shadow — that is, to Asshai. (Whether Dany will actually ever go to Asshai is a different question, but per GRRM it looks very unlikely.) Quentyn, with his offer of support from Dorne, would be a temptation to go west and north to Westeros without fulfilling Quaithe’s agenda first.
In my opinion, Quaithe only wants Dany to fulfill her magical, messianic purpose (I’m sure “the light” is the curtain of light at the end of the world), and therefore any distractions of politics are untrustworthy. Thus, Quaithe sows the seeds of doubt, putting Quentyn and Tyrion on the same level as Victarion or “Aegon” or the perfumed seneschal, that none of them should be trusted. Whether or not it’s true is not relevant.
Also note, Quentyn did try to steal a dragon. (To prove himself to Dany, who wasn’t even there, but nevertheless.) His actions caused much chaos in Meereen, and may lead into even more chaos in the future. (Especially considering his death and all; like, the effect on Dany’s relationship with Dorne, etc.) If Quaithe is a prophet or has similar powers to Melisandre (which we don’t know, as Quaithe is a shadowbinder and Mel is a priestess of R’hllor and these may be quite different things), she may have seen the chaos leading from Quentyn’s actions and therefore put him down as not to be trusted, even though he wasn’t a threat in and of himself.