The Threat Is There?
Terrorism is something that work on the mind much more than it works on the body. Terrorism isn't about being threatening. Terrorism is about making you feel that you are threatened. Misinformation is one of the tools of a terrorist.
Whether the claim is real or not, you think that it is, or at the very least that it is possible. That perceived possibility makes you think that a threat may be imminent, even when that threat is remote at best. Misinformation is also a tactic used by legitimate organizations. Namely, the government.