Seriously - what do you think? If it was in the US, what would you bet on - it being a guy from the mafia or from the CIA? "Mafia", obviously (or whatever you'd call Israel's somewhat-organized criminals.)

It's not about "being above the law", either, it's about the criminal being better protected by the law, in this instance, than the victim. The policeman likely told her the truth - that no action taken against this guy based on her reported threat is going to deter him from fulfilling it, likely the reverse, so she better be careful.