Dryly enough that you might mistake it for a joke, but it's actually really not: "Might wanna pick a different threat. Apparently I'm into that."
And it wouldn't even kill her efficiently, so, really, not as useful a threat as it would be on literally anyone else.
"But seriously. I wasn't gonna tell anyone anyway. Wanted to do that I would've just done it. Not warned you I knew."
Other options:
no subject
Dryly enough that you might mistake it for a joke, but it's actually really not: "Might wanna pick a different threat. Apparently I'm into that."
And it wouldn't even kill her efficiently, so, really, not as useful a threat as it would be on literally anyone else.
"But seriously. I wasn't gonna tell anyone anyway. Wanted to do that I would've just done it. Not warned you I knew."