So when is a threat improper? A partial answer is that the threat to do something illegal is improper.
Beyond that, an improper threat is a use of power for illegitimate ends. This of course just raises another question, What is an illegitimate end?
If you confronted this question in practice, you would consult the precedents in your jurisdiction to see how they answered the question in situations similar to yours, and you would appeal to the values, norms, and practices of the community.