I'll just say this much, there absolutely are plenty of threats for even level 20+ characters, no matter where you are in Ravenloft, simply due to how the demiplane works. Nobody is safe, nobody is more powerful than the Dark Powers, and nothing of great significance can happen without them knowing or probably letting it happen.
In Barovia these threats are manyfold, some of them are spoilers, others are obvious (like Strahd), and I can personally say that even as a high-level character there isn't a feeling of safety in Barovia. Sure, you can bully a bunch of young werewolves. You can beat up on talentless fledgling vampires. Elder vampires are still stronger and smarter than you, and older, tougher and bigger werewolves are still pretty scary. You can put up a fight against AMPCs and be a force they have to be somewhat wary of. That's a very interesting way for RP to unfold as well.