It's not a threat for people who know Him as Savior- not at all. For others, it' simply a fact. And it's something they did to themselves.
But people believe all sorts of things, don't they?
Yes, they certainly do. Including the belief that there is no God and nothing to concern themselves with.
But, we will all find out one way or another if there is a God and if He is Who He says He is and if He means what He says.. There is no escape from that. And if someone takes that as a threat, it's because they choose to.
There is no threat in discovering what's next. The threats come from some Christians who say "either believe in my God or else he will punish you." Sad, indeed.