Good question.
The obvious danger is that dry ice needs to be kept at something like - 80 C to stop the solid frozen CO2 sublimating into a gas...which of course is toxic to humans in large concentrations.
I'm reminded of an incident when a colleague was driving a van with some dry ice stored in the back - it was in several sealed bags in a normal freezer so was staying pretty frozen but enough gas must have seeped out to make the concentration in the (seperate) driver's cab dangerous as the driver came over a bit funny - lesson learned was to keep the windows open when transporting the stuff...!
V1R