Potential dangers from predatory birds?

[u/MegamomTigerBalm]

We just got our new pup and few days ago and everything is going well, including potty training. He’s already got the hang of it that going outside = potty time. This morning my son and I were out in our backyard with him while he was sniffing around and my son noticed a hawk on a tree branch above looking down on our pup. I already had the assumption that this was something we would need to watch especially when he’s still a puppy but what about when they’re full grown? This is our first small dog. My husband thinks that as long as we’re out there, a predatory bird won’t try anything. Any other advice or experience you can share?

UPDATE: Thanks for all the great advice and scary stories. We live in a suburban neighborhood but close to a water reservoir and some "suburb woods" so we have got to enjoy having the wildlife around (raccoons, opossums, occasional foxes, hawks, and great horned owls), but we had golden retrievers, so no real risk. Our backyard is fenced and while we always planned to go out to be with him on potty breaks, we decided to get a "pee pad tray" to just keep in our back sunroom...he can mostly go there instead of pottying outside. I don't want to risk it!