I hear of this too, and maybe I'm just lucky, but never encountered this

Just about every provider I've have talked to has dealt with this at sometime. Which pisses me off because it's such chicken shit and they are nothing but bullies.  I'm sure there are stories on the hobbyist side that I don't here about.  Dealing with someone's threats can be retaliated with mutual destruction both legally and something more creative. I think providers need to be proactive on keeping distance of there persona and real identity. I see providers real identity popping up on social media all the time. Its just so sad that this is even an issue people should just respect everyone's private life. I wish I could contribute more to this problem than just empathy

When you say "what do you choose to believe", do you mean about whether the person will follow through on threats? I would hope they would come to their senses and get back to living their life rather than threatening to try destroy others' lives

Psychopaths only understand mutual destruction. It's not hard at all to dig up dirt on just about anyone. I hate that game, but if someone wants to destroy me I'm taking them with me, and if they think they can blackmail me I'm willing to turn it around on them. More often than not they'll back off when they know what you know about them and who you'll tell. That works for both providers and clients. My 2 cents.

It was the most fantastic sex I've EVER had. Afterward we got to talking about reviews. She was very much under the radar and told me in no uncertain terms that if I wrote a review she would "hunt" me down and kill me. Did I believe it would ever really happen? No, but her passion in saying it and the look on her face caused me some concern. A simple "please" would have worked.  

But I think it was her same passionate energy that made the sex so great.

I just walked away and regrettably decided to never call on her again.

An ex once did that to me (threaten my career).  I kept trying to break up with her and she kept threatening me with different things.  Unfortunately, I had cc'ed her along with a few co-workers on an amusing e-mail message.  When I finally couldn't handle her any more, she threatened to e-mail things about our sex life, some true, some not, as well as posts I had made on seduction discussion boards.  I resolved that I don't negotiate with terrorists, otherwise she was holding me hostage for the rest of my life.  Thus, I ignored her.

She proceeded to do exactly what she said and sent the e-mails to my coworkers.  

I decided to not dignify them with a response.  It was reassuring when I realized that my co-workers thought she was psycho after receiving the messages and didn't believe anything she sent.

Another time, an acquaintance who was a friend of a group of my friends suddenly became psychotic/paranoid/delusional.  He tried to destroy everyone's careers in the group and possibly succeeded with one person's job (because the person was actually doing unethical things with respect to that particular job).  The people who responded to his attacks, or tried to defend the people who were getting attacked, got attacked more.  I ignored him after realizing the more attention you gave him, the more he attacked.

Take the high road I say, but take what I say for what it's worth: An opinion on the interwebz

I try to treat everyone well with respect and courtesy.  I think that helps.
But if I were to encounter an issue I would just walk away.  
Rarely does anything good come from having to have the last word

It's the ultimate rule of this hobby.  
It's enough to quiet a room full of hobbyists/providers - heck even webmasters keep it low profile.
Bottom line, it's a big no-no but those who choose to break this rule are regarded as lower than low.
You never rat out on a provider / hobbyist.
It's so disgusting when trust is violated like that.
My recommendation is to deny it, then drop the issue. Period.
Move on from anyone who is like that...it's the unspoken rule of this hobby.

Get them on record threatening to expose you (voice message, text, email, etc) and then explain that they have now committed a much greater crime than yours and threaten them in return to call authorities. If they are really psychotic and follow through with the threat you could end up with some legal trouble (and probably some tough explanations to the wife) but if they are that crazy it's going to get ugly anyway. I'm betting they issue a couple more empty threats and then disappear.