Using a reference with threatening language in it that is potentially unknown by the people recieving it, makes a death threat even more sinister as it feels like you're building in plausible deniability and trying to have your cake and eat it.
It's basically admitting "if I just said this it would cross a line, but if I quote it instead then it'll not cross a line for people who know it's a quote, but still cross the line for the people I'm threatening. So I get to make the threat and disclaim any intent at the same time.