Every distinct group has its own way of being targetted. No one can deny that. The question is whether for groups other than the dominant one (i.e. white males) the nature of those threats make them more powerful in terms of effect and whether or not they are considered more acceptable.
Even after anti-slavery legislation in the US, for example, a black man had very good reason to fear threats such as "we'll string you up" from white men purely because he was black. The level of fear threats such as those would generate is not comparable to one white male threatening to beat up another because of history and difference in status.
The same can be argued for women's status today. It is more equal than it's ever been, but it's not completely equal to that of men's yet, and only 20 years ago it was legal for a man to rape his wife.
Even today, for every man killed by a current or former partner, there are 4x as many women. Domestic violence still has an overwhelming number of female victims in comparison to men (even allowing for the fact that male victims are massively under-represented). Rape is only prosecuted at a rate of 6% despite the fact that only 6% are false claims.
Only today there was an article about an 18-year-old woman who was tortured by her 37-year-old boyfriend, for which he received a 16-month sentence, despite being well-known for abusing several other previous girlfriends. Unless DV results in hospitalisation, most men are given a caution only.
Men are still getting away with rape and violence against women. Therefore when a woman receives a threat of rape or violence, she has much more reason to fear it than if a man received a threat to "cut off his balls" from another man. Statistically speaking, the woman is much more likely to actually be on the receiving end of the threat being carried out, and once carried out, there is a very good chance that her rapist/attacker won't even be prosecuted.
Fortunately, things are improving. Only a minority of sad (albeit dangerous) individuals go around threatening others on the basis of their skin colour, gender or sexuality. Unfortunately, however, whereas decent people will call others about racist or homophobic insults/threats, that is far less likely to happen with threats/insults based on gender.