The problem isn't the parachute, the problem is the comment made to the passenger which could have been (and was) misinterpreted as a potential threat.
Saying you're the only one who's safe on board, because you have a parachute, is understandably a light-hearted remark that anyone might make - but if you choose the wrong person to say it to, they could easily take it to mean something more sinister.
Sad but true. Kudos to the captain, sure, but equally to the passenger who wasn't afraid to act on his concerns - even if they were unfounded.