We all “should die slow” as that is inherit to the human condition. Each breath we inhale is slowly oxidizing us from the inside out. If he said they should die fast I would be more concerned.
If he said they should all die on x date at y place by z method then that is definitely more of a real threat than drunken word play for attention.
“They should” also implies he has no intent of a threat. A threat would be more like “I will”.