As for Gilani's statement, I suspect it is wholly for show. Carrying through with such a threat would be beyond idiotic. However, he needs to be seen as a credible leader by the Pakistani people.
I have a suspicion that Gilani's private conversations with the Obama administration lately have been very different in tone... I agree that the best response here is no response. Let him do what he needs to, and let him know in private he is treading on thin ice.