I have a feeling someone has been reporting these users to the Secret Service, as Maus said earlier. If you make a threat, the Secret Service may never see it, but some NG user might, and they may think it's funny to report your to the Secret Service, or they may take your threat seriously, or not appreciate your joke, and report you.
So keep that in mind. If you make a threat, even joking, who knows who will see it and if they will report it. Based on recent events, I wouldn't chance joking around.
Again, the SS may not throw you in jail, but most people don't want the SS coming to investigate them as it could be embarassing, draw negative attention for yourself, etc. As far as account deletions, if a user goes against our warnings and ends up having the SS calling me, or another NG employee, and we have to waste our time dealing with trouble a user started, knowing they shouldn't have, I see no reason not to delete their account.