Suppose you could dry hop in the primary but you risk contamination...don't do it...hop in the secondary because you already have established fermentation and levels of alcohol, which limit potential contamination.
Dry hop adds a significant amount of aroma to the final product, much more than you could ever get from steeping at the end of a boil. Heat (boiling) works to drive off vapors (aroma).
I dry hop to the primary fermentor all the time, after all signs of fermetation have ceased. I'm a hop addict and adding to the primary is a great way to add aroma an flavor. Hops are a preservitive and are no risk to wort. I've done this for several years to my Full Sail Clone which I keep in stock do to the terrific hop flavor!!!
Most people in the know suggest waiting until the bulk of the primary fermentation is complete to dry hop:
"The problem lies in the bubbling of the CO2 and the agitation of the wort during primary fermentation. This bubbling and agitation takes some of the hop aroma out of the beer just like boiling would. This, of course, may defeat the purpose of dry hopping, although some of the hop essence will subsist. If you choose to dry-hop in the primary fermenter, you may want to add more hops than you would for dry hopping in the secondary or keg."