Because polyamory is new to you guys, you need to be really sensitive to Danny's needs now. He's trying to accomodate another lover for his wife, and this takes a lot of trust, time, commitment, and communication. I'm in the position that Danny is in now, so I totally relate to him. He needs to KNOW he is the primary. For now, in his mind, that means he wants the holidays with you. That's not to say things won't change down the road if he gets more comfortable with this new relationship dynamic and you and Danny are in a good place and he's having all his needs met.
I'm with the above posters. Michael knew what he was getting into with a married woman. He should EXPECT the primary to want to spend the holidays with his wife, ESPECIALLY Valentine's Day, which is marketed as a holiday for that "one" special someone in your life. I'm not saying that's fair or that's what Michael or you want, but that is Danny's take on things, and you need to let him adjust to polyamory at his pace.