Well it depends on what you mean by threat. Take it from me, someone who has seen all these games and has uploaded more Jordan's Bulls games on Youtube than anybody.
In 1991 many people thought the Pistons were going to beat the Bulls again. Here is Pat Riley predicting a Pistons victory over the Bulls:
Also, at the end of the Finals, you'll hear Marv Albert say it was a surprise for many that the Bulls beat the Lakers.
In 1992:
The Knicks took the Bulls to 7 games. They were obviously a threat and they tried to the same tactics that the Pistons a couple years earlier.
Blazers were also a threat and objectively speaking, a more talented team than the Bulls top to bottom. The difference is that team had a fairly low bball IQ and the Bulls had Jordan. That's it.
In 1993:
Obviously Knicks were a threat and the better team in the regular season. They won 60+ games compared to the Bulls 57 and had HC advantage.
Suns were a threat. Again, another 60+ win team that was top to bottom more talented than the Bulls and had the newly crowned MVP.
In 1997:
The Heat were a threat to the Bulls and Jordan had one of the roughest series of his career in that series. They were an ultra-physical bump and grind team that also won 60+ odd games that year and had Pat Riley as their coach.
The Jazz were also a threat but the Bulls managed to get past them based on HC advantage
In 1998:
The Jazz were a 60+ win team and better than the Bulls. They had HC advantage and the experience, hunger and determination to avenge their loss in 1997.
Even in 1996, the Bulls had to face to really strong teams in the Magic and Sonics. They just made it look easy because that year, they had the best team the NBA has ever seen.