If he got them to write and send the threat, they've got bigger problems.
They've turned state's evidence early, which will mitigate the worst for them.
As an aside, I couldn't help but thinking what dim bulbs they must be when I saw the video of them buying the uniforms for Jesse's skit. Each has his red hat, face mask, etc. neatly folded in front of him, as if each was going down the list and they were going to pay for them separately. Gee... did they each buy half a rope?
If I were doing something like that, I'd have bought a whole bunch of unrelated crap, mixed the whole mess into a shopping cart, and had the checkout drag each item across the register scanner. The picture of them with their two stacks of gear is so stupid it almost looks staged, although I believe its real.