No one said it was a gun owner that made a threat. Or that there was any actual threat. In fact, the reports I read early say that the police have found no basis for concern, which is why they hired private security.
It's not that we gun owners cannot face reality, but if we only consider the target shooting aspect of owning a handgun, why would those people want others to know that they have one? As far as the self-defense aspects of owning a handgun, we don't go around saying what is in our head, which is a version of "geez, I hope I never have to use this thing, but I'm ready to shoot someone, and possibly kill them, if it comes to 'him or me'."
Texas specifically made the identity of concealed handgun licensees non-public for this very reason. It is also why there is a federal ban on federal registration of firearm ownership, including a prohibition on records about background checks made of potential buyers.