In law, there is a concept of a "True Threat" [1][2]. Political hyperbole is not a true threat; sending a threatening letter whose only purpose is intimidation may be. So Tan's foolish statements are plainly protected speech, and it is sensible for the recipients of the letters to contact police.
[1] https://uwm.edu/free-speech-rights-responsibilities/faqs/wha...
[2] https://firstamendment.mtsu.edu/article/true-threats/