First off, all we know is that it was a question "Do you know what could happen?", not some scary "discussion". Such a chilling question to ask someone, so intimidate, very trigger.
It's good to know that my employer can never question anything I do legally without being hostile, though.
That's an interesting misreading of what I said. Let's try again: your employer had best not even give the appearance of questioning legally protected actions. Is that straightforward enough? Does that make sense?
But I cannot envision a situation where the question "do you realize what could happen?" is not implicitly suggesting that the realization to be made is one of company harm--and thus, yes, threatening.
It's good to know that my employer can never question anything I do legally without being hostile, though.