First, it's good to know that the "You won't help me the way I want you to, so I'm going to threaten to do something extreme to get you to do what I want" attitude isn't just a US thing.

Secondly, at least that guy went UP. We get people calling us all the time wanting to make complaints on the FBI. "Uh, yeah, a municipal police department is going to investigate the FEDERAL Bureau of Investigations. Riiiiight."