Al Qaeda can threaten all day long, but it takes them years to pull off even modest attacks.On the other hand, our ICBM's can reach any point in the world in less than half an hour.
If we want Mecca to be gone, then it will be gone, and there is simply nothing that Al Qaeda can do about that fact.
Fortunately, they are unlikely to be able to provoke us to that degree, but it's nice to know that if entire continents need to be wiped out, that we can do the deed.