Not sure why they would think such a threat would improve their situation when all I have to say to them is ... "go right ahead".

And then what ?

How do you think I'd respond to that ?

Sounds like they'd then have more liabilities, not less.  So how about you ?  'The messenger'.  How much do you have to lose ?  Much more than I do I think.

So speak less of Death's name, or perhaps he come callin'.