This is an implicit threat.

It might just have been intended as a neutral statement about the situation. There's no need to jump to conclusions.

Or speculative even. This would only constitute an implicit threat if there was some realistic expectation that the message would be somehow communicated to the target, imo.

A neutral statement? Not with the Poor little Siggi part.

Yes, even with that part. It makes the statement derisive and in bad taste (so perhaps my choice of "neutral" was not the best possible). It does not make the statement a threat.

I've seen 6 comments in this thread that stuck out to me as being particularly good. It just occurred to me they were all yours.