Persona's games usually send us into physical representations of someone's mindscape -- think of a world that symbolically represents their personality. There are two issues with that. The first is that any change you make in the mindscape is reflected in the person, and unless you're very, very good at interpretation, it's easy to do real damage to their psyche. The second...well, some people's mindscapes can get sort of dangerous. It's not because they're unpleasant people, but trauma, stress or negative emotions can manifest in lethal ways, and you never know quite who's a risk that way.
Horn is a weird case; it loves rumor and gossip, the more negative the better. On its own, it's annoying but mostly harmless; combined with other Judges, it can get very dangerous. Horn and Lover together are a particularly unpleasant combination.
Mirror...Mirror is complicated. She wasn't always dangerous; she used to be sort of sweet, actually, and she cared about people. The problem is that she has two personalities, and as we played Games, the second one grew more ascendant until it took over. Her domain is reflection and the mind, and she takes penalties from teams that lose her games. Aura's currently under one; she usually looks a lot younger.