As I said the film spends a good deal of screen time focusing on the broken relationships the highwire walker engendered amongst his closest friends by his behavior. So while he looks like a harmless prankster and magician, I am suggesting his narcissistic drive - which is what propels his repeated, wonderful, illegal performances - comes close to being that of a kind of monster. Docs are about character, too, just like fiction films.
Also, the film gives a few views over the edge of the WTC - clearly horrifying. ("Vertiginous.")