Well. Another occurrence of a situation like that happened over Algeria a couple of weeks later (I do not know of the real reason, as not the airline neither the states involved have released any official piece of inforlation). BTW, thread about this was quickly closed after I wrote what has been made public by the union reps from the airline. I would appreciate to know why?
The difference in the way it was handle by the crew is probably this: this major EU airline has a fairly reputed security dept, hooked with the country's services. When made aware of the threat, the crew contacted operations via satcom. The answer was: threat not credible. Flight was continued against "ATC" orders.
In this matter, the crew can hardly make a decision by itself...