Why does Dorje Shugden appear so fearsome?

Before me in the centre of red and black fire and wind,
On a lotus and sun, trampling demons and obstructors,
Is a terrifying lion, which is powerful and alert.
Upon this sits the great king Dorje Shugden,
The supreme Heart Jewel of Dharma Protectors.
His body is clothed in the garments of a monk,
And on his head he wears a round, yellow hat.
His hands hold a sword and a heart of compassion.
To his followers he shows an expression of delight,
But to subdue demons and obstructors he displays a wrathful manner.

Dorje Shugden appears as a fully ordained monk to show that the practice of pure moral discipline is essential for those who wish to attain enlightenment. In his left hand he holds a heart, which symbolizes great compassion and spontaneous great bliss—the essence of all the stages of the vast path of Sutra and Tantra. His round yellow hat represents the view of Nagarjuna, and the wisdom sword in his right hand teaches us to sever ignorance, the root of samsara, with the sharp blade of Nagarjuna’s view. This is the essence of all the stages of the profound path of Sutra and Tantra.

Dorje Shugden rides a snow lion, the symbol of the four fearlessnesses of a Buddha, and has a jewel-spitting mongoose perched on his left arm, symbolizing his power to bestow wealth on those who put their trust in him. The single eye in the centre of his forehead symbolizes his omniscient wisdom, which perceives directly and simultaneously all past, present, and future phenomena. His wrathful expression indicates that he destroys ignorance, the real enemy of all living beings, by blessing them with great wisdom; and also that he destroys the obstacles of pure Dharma practitioners. (Geshe Kelsang Gyatso, Heart Jewel: the Essential Practices of Kadampa Buddhismp. 116, © 1997)