Of course they are threats, but only stupid person would take them seriously. And nuclear war will be end of the world so no need to worry about it - the people pretend to be scared by conventional war. By this logic Erdogan wants to restore the Ottoman empire and right now is busy invading Syria - is he a threat too?
No. Threat as a verbal construct and threat as a danger are different things. Putin can give verbal threats, but doesn't have the infrastructure to make them threatening.
A pomeranian barking when angry is not threatening but funny. So is Putin