In this case, actually, yes, you should just get over that. It's not a threat, it's an insult, designed to elicit an emotional response. The only thing you can do to take away that power is get past the emotions and move past it.

That doesn't mean I support harassing women, it means I understand that there is no particular right to not be given offense.

Threats are a different ballgame. There is no excuse for threatening anyone. That, however, is not a threat. It's just a shitty person, likely a very young shitty person, saying a shitty thing.