The "Northern Ireland Institute of Business & Technology" threaten me

After the earlier correspondence with this scam institution I got this comment from the fake "Dr. Gopi":

"Richard. FBI is watching your uncorrectable behavior. You better watch out!!!"

So a fake educational establishment with fake accreditation, fake Board members, fake addresses and fake qualifications that claims to be based in either the UK or Ireland but in fact is based in neither, thinks the FBI, which only operates in the USA, is watching me?

I replied:

"Was this meant to be a serious comment or are you just joking?"

and today I got an incoherent reply from them saying:

"It is serious.
To avoid unforeseen serious consequence will come after you; you are urged to remove the slanderous comment on us from your consumer Watchdog blog.  You are warned not to use the slanderous article as the cover for your Watchdog blog." 

My reply went as follows:

"So you ARE joking then?

1. You don't appear to be genuinely registered as a company anywhere that I can find.
2. You claim to be based in Dublin but you are NOT even registered as a company in Ireland.
3. The business name you claim includes the word "British" but you simply do not exist in any part of the UK (you do realise that the UK and Ireland are different countries, don't you?).
4. Your accreditation is from a fake accreditation agency.
5. None of the people listed on your web site appear to really exist.
6. You threaten me with the FBI who operate solely within the borders of the USA.
7. You claim I have slandered you but cannot justify this claim.
8. You appear to be trying to threaten me with silly phrases like "You better watch out!!!" and the frankly incoherent "To avoid unforeseen serious consequence will come after you".

I will NOT be removing anything from the blog.  In fact if you take a look you will see that I have posted highlights from your emails and this email on the blog."

What do you think? Should I change my mind and remove the comments?