Of course they respond with the obligatory "we'll report this to the authorities", rather than "thank you for pointing this out in a harmless way we'll do better".
It was humor... The "threatener" was laughing, the audience was laughing, and the journalist laughed too. Probably the best response you can hope for in the moment.
>The meeting was ended due to the breach, while a Foreign Affairs Council spokesman told RTL: "Such a breach is illegal and will be reported to the authorities."