Kelley may not have gone to Petraeus because she found out about the affair and wanted to expose him. So she sent the threatening emails to herself to get the FBI involved so they would discover the affair. At this point most anything is possible.
http://online.wsj.com/article/SB10001424127887324073504578113460852395852.html
[Reporters: EVAN PEREZ, SIOBHAN GORMAN and DEVLIN BARRETT]
According to WSJ, we learn several “facts” I haven’t seen before:
The FBI investigation began with five to 10 emails beginning around May and received by Ms. Kelley,
Petraeus used a pseudonym to establish [g-mail acct]
They matched the places, including hotels, where Ms. Broadwell was during the times the emails were sent.
Some appeared to be accusing her of an inappropriate relationship but didn’t name Mr. Petraeus. Agents determined the emails were sent from an account shared by Ms. Broadwell and her husband
During Ms. Broadwell’s first interview in September, she admitted to the affair and turned over her computer
On her computer, investigators found classified documents,
The affair ended more than four months ago, though Mr. Petraeus continued to advise Ms. Broadwell on her research