Without knowing much about the specifics... A threat can be totally real, even if "there is no one to legally prosecute". In most countries (even in countries that most people would consider more democratic), if people in power want to "make a point", they will find a way.
I'm an immigrant who moved from Hungary to Germany, lived in Spain and Mexico, and I know many examples from all countries where people in power got their way through various ways, even if they had no legal way to enforce their will on others. Also do not forget, if you control legislation, the judges, the constitution, the police, etc, what is legal one day, can become illegal and prosecuted and persecuted pretty quickly.
I'm an immigrant who moved from Hungary to Germany, lived in Spain and Mexico, and I know many examples from all countries where people in power got their way through various ways, even if they had no legal way to enforce their will on others. Also do not forget, if you control legislation, the judges, the constitution, the police, etc, what is legal one day, can become illegal and prosecuted and persecuted pretty quickly.