Bd6 is the most active square. No, there's not an immediate threat but it does attack h2 which could turn into something later.
Be7 is too passive. It's not smart to "protect against pins" that haven't even happened yet. There's lots of unpin combinations that actually lead to the pinning side being worse. Also, white can't really capitalize on a pin since the knight can't come to e4 or d5. Lastly, the bishop on e7 blocks the open e-file which could turn into a strong attack if white doesn't castle quickly.
Bc5 isn't that bad but after white castles the bishop isn't doing much.
Bb4 doesn't do much either. Normally you would play Bb4 to control the e4 square but white isn't threatening anything there. You could double the c-pawns but that doesn't really do anything. White will just play c4 at some point and end up with a slightly better position because of the 2 bishops.