My first reaction is that he's there because of the good energy and community feeling that your dance has created. There's so little of this out in the world and many are hungry for it.
Is there a way to involve him? Give him some sort of small job? I'm sure that seems counterintuitive.
Does he seem actually dangerous, or just different? If you perceive that he is a threat to himself or others, then you do need to get authorities involved. Our local police officer has been great about occasionally meeting with an individual and helping that person to sort out his/her priorities.
Good luck, keep us posted.
Lisa