The reason why the leaders of the countries with command and socialist economies would see the market economies as a threat to their leadership is because they will lose the power they have over the production, the land, the resources, the laborers.
In a market economy, pretty much everything is privately owned, and the government can only be regulating things in accordance to the law, but can not control the profit and the work of the companies. In a command or socialist economy, the leader of the country has total control over everything, thus controlling the whole profit of the country and how everything will be done, so by allowing a market economy, the leader will be directly affected with losing a lot of power from his hands.