Impersonal (distant) threats are not created equal to in person threats.
Edit: The harm is subjective. The whole point of such a message is it's designed entirely to shock or offend. To give the pests actual power over you is the greatest part of the problem.
Not saying it should be ignored either. Instead of being melodramatic, we should be pragmatic like we were with email spam. The next step is to create tools giving greater power to the users to pro-actively prevent such nonsense.
She received pictures of her covered in blood. A twisted portrayal of someone's fantasies. Receiving something like that would get to anyone.
I'm pretty sure that receiving pictures of you covered in blood goes way beyond any acceptable standard. I'd be pretty freaked out if I got something like that sent to me.