> If you think about it, if God does not exist, then death has no threat, since once you are dead you cease to exist and no longer care about anything.
That is exactly the threat of death, if, while alive, you value your ability to continue existing and caring about things.
Threats inherently operate by reference to your preferences before they are realized, not your preferences after they are realized. Once you have the post-realization preferences, it can't be a threat any more, because there is no longer a possibility of not realizing the consequences.
If death is non-existence, you can't be threatened after death, but death can still be a threat. You can't use the complete indifference that comes with non-existence to say that death is not a threat: it is only not a threat if you are indifferent to death while alive, which is possible (as is it's opposite) whether or not death is non-existence.