Threats come in all forms and with varying degrees of viability. Certified mail is not always necessary. The purpose of that letter is to establish that a demand was made, and the defendant didn't meet the damand, before suit was filed. This assures the court that the defendant is not blind-sided by a suit. They were made aware of an issue that might lead to litigation, before being sued. Those facts can be established without certified mail.
Ignore any threat at your own peril. (unlicensed lawyer; this is not legal advice)