Thanks.
Hopefully, you can see why this is fuzzy, and I think some of the previous examples made it worse.
A better example:
"Give me the gems, or I tell the other PCs about the time you tried to kill them."
The Thief doesn't want that, but Defy Danger isn't going to make the Fighter not do it. That's not a danger that the Thief can defy.
So, maybe the danger is simply the threat itself? Not the execution of it, just the actual ultimatum. Much like the danger of running across the icy floor isn't "falling", but actually "the icy floor"? That doesn't leave much meat to hang hard choices or moves upon, though.
There's also a conflicting assumption that a "miss" doesn't mean failure, but only a GM move. Like, "Yes, you refuse, but this bad thing happens." But, by that same token, Hack and Slash would be "Yes, you do damage, but this bad thing happens", which isn't how it (usually) works.
Of course, Parley isn't supposed to be mind control, either. Very messy.
Basically, "if there weren't things to go wrong, nobody'd be rolling dice", and I feel like this falls into that area.
Of course, Way's post makes a good point, kind of. "Refusal" is just talking, but perhaps "Defy Danger" refers to a more active opposition.
The whole "punch your mother tomorrow" thing is just as much a move as "I'll give you this ring". You don't actually have to mean it or even do it. It's all promises anyway.