You could say requesting dox is a form of violence. But it's a lot less violent than ordering the military to shoot people. It's reasonable that a policy of removing tweets that glorify violence would catch one but not the other.
That's actually not true. There are legal bounds to what violence he can and cannot threaten. The President is not a dictator, in which case you would be correct. And we don't have to wait for a court to decide that the order is illegal. Members of the military are actually supposed to refuse illegal orders, not obey them blindly like good little Nazis.