I agree that she should be questioned for such a thing but where she did not make a direct and specific threat that SHE was going to do anything then she didn’t commit a crime.
The correct action was to let her know she attracted attention and I’d say she got the message.
I’m not sure she got the message yet, but she may get more opportunities than she anticipates. She can refuse to cooperate in an investigation, but that could also be problematic. I guess it depends on where the Secret Service agent wants to take this next.