This right here is the issue. Something like this happening is so unthinkable because you, presumably a good levelheaded kind coworker, can't even fathom why anyone would do this and you've been lucky enough to not have experienced it first hand. And because of your priors the only logical conclusion is that the victim must be lying or overreacting or too sensitive. It's a frustrating situation because at it's core it's totally logical but to me and others like me who've experienced these kinds of threats first-hand it's not outlandish and an uphill battle to get people to believe that this stuff really happens.

Now to be fair I'm not totally free of bias because I can't fathom why anyone would lie about something so serious and have experienced first hand the struggle of getting higher-ups to take you seriously.