Unfortunately they did not dive into any specifics as to what these security concerns are, but if we had to guess, it’s probably over the same concerns that some other countries have expressed. For example in Russia they have called the game “evil” and have cited some potential issues like people stumbling across secret sites.
This is also one of the concerns that some in China have similarly expressed, where they worry that Pokemon GO could be used to uncover secret military bases. There have been some countries where the government has banned people from playing the game, such as in Indonesia where police officers are banned from playing it on duty.
We suppose in that case it makes sense since you’re supposed to be working and not playing a game. In any case we guess players in Iran are just flat out of luck.