By then, Soygon was already doubling down on it over and over again, and busily self-destructing, so I'd guess she figured no reason to intervene while he was already fucking up his own shit without her doing anything.
Stating you wouldn't do something is never going to be a threat no matter what you think about it. There are three elements to it in the UK. A person must:
- without lawful excuse
- make a threat
- with the intention that it be taken seriously by the victim
So even with the intention that it be taken seriously, he still didn't actually make a threat at all of any kind.