bomb threats happen, probably not as much as they used to, but they happen and most of the time they never get beyond the airline security responce team. I completely accept what you say and agree that is what happened but strangely enough the Captain could have done what ever he wanted, he could have assessed the note as rubbish drawn by a child and said nothing on RT.
Some years ago I operated a series of flight thru LAX, very night we had a bomb warning, every night the aircraft was searched by LAPD. After a week or so we still got threats but stopped acting on them and operated the flight on time and were sued by the pax who won very considerable compensation.
As with everythnig its what you learn from an incident/cock up that matters but I really think we have not heard the end of it yet.