Vampires? Sure, they're not much of a threat, but they're there. Also tantrumers, berserk dwarves, stupidity...
Alright, traitor dwarves and such would be neat, and criminals would make sense, but for now we're basically running the equivalent of dwarven frontier settlements--only a few hundred people. At this level, there's not likely to be much crime. Eventually, a few cutpurses perhaps, but everyone at least knows everyone else by face and probably name, so crime isn't much of an option.
In short...wait, it'll come eventually as it is PLANNED!
Or what about monsters or even rival dwarves digging directly into your fort from underground? Dig-enabled foes would be awesome as long as they're rare. Siege machines capable of breaking down walls would be cool, too. They shouldn't be able to destroy a wall instantly, but perhaps after a minute or so.
How long does it take a dwarven miner? That's about how long it should take a goblin miner or somesuch.