You could say that Gluttony has a bit of a grudge against Roy. Perhaps the fact that Roy was the one who killed off Lust has something to do with it. Sarcasm aside, that alone would be enough to present a considerable threat to Roy and whoever is near him.

     

Gluttony: Mustang...? Mustang... killed Lust... Lust... Colonel Mustang... Roy Mustang!!!

We need to understand that Lust and Gluttony have known each other for 200 years approximately, and have been partners for at least a good portion of that. Gluttony being younger (as Pride and Lust were the first homunculi created by Father), he probably carried quite a bit of younger brother/older sister feelings towards Lust (or maybe even more than that, who knows... someone should stop me from speculating about this). We are actually not even sure of the level of intelect Gluttony is able to reach. (I'd say it's not very high, but well)

Anyway, it's obvious why Gluttony would be angry with Roy. Fortunately, the homunculus (just as the rest of his "brothers") isn't allowed to touch the colonel. He's supposed to be valuable to Father's plans, a so-called potential "human sacrifice". Somehow that scares me more than having Gluttony as a threat per se.