When your vehicle has a worn wheel bearing it can become dangerous to continue driving on the worn wheel bearing.
If the wheel bearing eventually seizes up then your wheel could break off away from the vehicle and cause you to lose control of the vehicle and possibly cause you to roll the vehicle over.
That could result in a severe injury or even result in death depending on how severe the wreck is.
If you notice your wheel bearing is going bad you should have it replaced as soon as possible because you don't want the worn wheel bearing to seize up on you which will then lead to more damages and possible death or injury to you or anyone else in the vehicle.
The wheel flying off the vehicle could also crash into another vehicle as well and cause death or injury to another driver.
So yes it is dangerous to continue driving with a worn wheel bearing and you should get it fixed as soon as possible.