Not only empty threats, but stuff they should have been doing out of the gate.
Again, the point is that a majority can legally set the Senate rules however they want them to be. So as soon as the GOP minority decides to use the rules to gum up the works to stop the Senate, a Dem majority could simply vote to change all those rules. So it’s only good as a last gasp nuke option, and even then is disarmed as soon as the majority votes for new rules.