There can be consequences, but you have to be able to demonstrate you have been harmed. So, in what way have you been harmed by such a threat, and what is just compensation? How much will it cost to hire a lawyer to sue for compensation, and what are your chances of success? These are the same kinds of questions the entity sending the threatening letter asked themselves as well. If you think it is unfair because they have more resources, well that is more of a general societal problem - if you have more money you have access to better justice in all forms.