Just blow it off, if you already reported it say,"I was just covering my butt in case he was stupid enough to do something, im not worried now." Downplay the whole thing.
Reporting stuff like this won't do anything for you, at best he says he was kidding, at worst they slap him on the wrist and people retaliate against you forever.
I made a few threats in the military, some of them i meant, none of them were in public. I had one guy dangle me off a fire escape over a three story drop with a bunch of big rocks below me when i was in army boot in 87, now THAT was a threat. It caused me to get an instant "attitude adjustment," and corrected some stupid stuff i had been doing.
An E-4, prolly 20 years old or less, just a punk kid, don't sweat it unless you are in a combat zone, then maybe sweat it.
I threated one guy twice in my army unit, the second one took. Combat soldiers aren't boy scouts and the rules aren't always the way to deal with people.