Annemarie's father is a good person through and through. Like his wife and brother-in-law, he never hesitates to do the right thing when confronted with injustice. As soon as he and the other Danes discovered what the Nazis were plotting to do to the Jews, they stepped in:
"We don't know where [the Germans are taking the Jews] and we don't really know why. They call it 'relocation.' We don't even know what that means. We only know that it is wrong, and it is dangerous, and we must help." (4.68)
Mr. Johansen is an individual, but he is also representative of the Danish people, who as a group, wholly commit to saving their peers who have been targeted by the Nazis because of religious belief.
It's not that Papa doesn't understand the risks associate with his actions. In fact, it's the opposite: "Papa […] always considered questions very carefully before he answered them" (2.23). He thinks through the risks and decides to act regardless. As scary as the consequences of his actions might be, doing the right thing is simply more important.
Mr. Johansen is pretty much the best dad ever. He treats young Annemarie's questions as seriously as he'd treat anybody else's; he gives everyone equal time, attention, and seriousness; he values the truth; he is loyal and trustworthy. And bonus: he's passed down his moral system to his daughters.
And you know how dads are supposed to be the most reassuring people in the world? Well, that's Papa for you. When Ellen freaks out that she may not see her parents again, Annemarie reassures her that Mr. Johansen will make sure that she's okay:
"They won't take you away," [Annemarie] said. "Not your parents, either. Papa promised that they were safe, and he always keeps his promises." (5.20)
This guy is a major protector. Morgan Freeman, get ready to be cast as Mr. Johansen.