If you send a letter with no return address, $1 inside and make the same threat, how would that be different than your scenario? It's an illogical fear. Cash can be used as anonymous as bitcoins only bitcoins can be traded electronically within seconds.
Furthermore most consumers would be wise to keep their btc addresses private. If someone somehow threatens me in the way you described, and he sent it to an address I've only used on one website, then it makes my ability to pinpoint who it was much easier. In fact, I'd almost argue it would be easier to track down this activity rather than an anonymous letter sent to your house.