It’s aimed at creating drama.
The way to respond to a threat?
Sit back and wait!
You will often see that NOTHING, absolutely NOTHING happens!
Another way to go is to put in place extra protection.
If they say they will break into your house, set up new locks.
If they say they will take away your kids, check with your attorney.
In other terms, if the threat is potentially real, do something about it!
Don’t stay quite cross armed.
Protect your space, your assets, your life and your loved ones.