What characteristic a given substance should have to fall into the category of doping? Some performing enhancing substance shouldn't be doping per se as something as natural as eating healthy is performance enhancing.

Is it because some substances are potentially health threatening or is there any other reason to consider something as doping?

I think they are generally anything that falls outside the realm of nutritional requirements. Also, I think they have to be demonstrably performance enhancing. I'm not sure about cycling, but caffeine is a useful ergogenic aid and is banned in some circles.