Simple. It is against federal law NOT to report a threat against a Federal official. This is not rocket science.
I strongly doubt that there is any legal obligation to report a threat if the attack is not expected to take place. If someone says "I'm so angry at my Congressman that I'd like to kill him" do you have to report that "threat"? Perhaps you do if you think the person will actually carry out the threat, but not if you believe he won't. In the latter case both his and your First Amendment rights would be violated by such a legal requirement.
If you can point me to this mythical federal law which really requires all "threats" to be reported, I'll concede I'm wrong. I don't believe that such a law exists. Any federal law you can find regarding threats to federal officials is certain to be limited and circumscribed. Because if it did exist in the form you describe, it would long ago have been ruled unconstitutional.