WK wouldn't even consider a hostile confrontation with Durin's Bane. He's arrogant, but not stupid. If WK appears to be aggressive towards Gandalf, it's most likely because he has no clue who Gandalf really is. The Witch-King was a Man. He was a formidable foe against other Men because of Sauron's backing, but he was on an entirely different (and lower) tier than the embodied Maiar (and even the Eldar). Durin's Bane would have feared him even less than Glorfindel did, who, you'll recall, sent him flying more than once.
By the way, can we please stop taking for granted that Sauron actually transfused some of his Awesome Juice into the Witch-King? It's not a fact, and I feel that the argument for it is pretty tenuous.
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