No it’s not dangerous. There is no medical or health reason for break weeks in the first place, it’s just there because a monthly bleed is a societal norm basically.
You do not have a normal, natural period anyway on the pill anyway, due to the pill stopping ovulation and the normal hormone cycle. Any bleeding you experience on the pill is just a side effect of the pill, not an actual period. So you haven’t had a natural period since before you started the pill.
Be aware skipping break weeks/attempting to change your break week is not guaranteed to change your bleeding in the way you want. Some people find skipping break weeks can cause unwanted side effects.