My thought is that the line isn't a credible death threat, but it is credibly hostile. If someone says, "if you mess this up I'll kill you myself" I don't take it as a serious threat to my life, but I do understand the implication that the person will be angry with me and may act in some detrimental way as a result of my messing up. So, telling this quip is still a pretty hostile way of telling someone to back off, and there are many more polite ways to say the same thing. For example, sweetonsno's response of "I prefer not to discuss that" is a much better choice.
Given that, my vote is both childish and rude.