I get that the reply represents a possibly real threat. My question was directed to why the Secret Service, of all federal agencies, would get involved with a situation between two private citizens. Not arguing; just trying to understand.
The Secret Service is tasked with investigating threats against the lives of the President, Vice President and their families. This is also extended to presidential candidates during times of electioneering. This is also extended to former presidents and vice presidents.
Threats against members of Congress or Supreme Court justices, for example, would be reported to the FBI or capital security.
Hope this helps.