Probably blackmail.
That’s the best explanation.
I don’t buy the blackmail theory. If that were the case, he could simply call an impromptu press conference, and say the following “Hello, I’m supreme court justice John Roberts. You probably wouldn’t know me if you passed me on the street, but today I received death threats from the White House if I ruled against their wishes...”, and then detail the nature of the threats. It would be on Drudge and all the newswires within minutes, and the jig would be up.