And they've done it before.
Remember the whole "when threatened, the model would use an engineer's email to blackmail him about his affair" nonsense? That was just fan fiction. They simply created a scenario with some facts and asked their model to continue the story. Go ask Claude about ways to steal the British crown jewels and it'll give you some ideas. This does not mean their models are so dangerous that the Tower of London needs additional security.
I assume all their other scare tactics are more of the same.