I echo the objections to a lack of evidence. The story, while good, remains fictional evidence, and Harry's ability to threaten people effectively is extremely context-dependent. From what I recall, most of his threats are against people over whom he has some significant power (usually the ability to divulge information), who care significantly about his own interests independent of the threat, who at least partially agree with his underlying reasoning, and whom generally will not have their affinity for him lowered by the use of such threats.

It does make intuitive sense that threats would work in this context - these people often want to do what they are being coerced to do, at least in part. It does not follow that threats generally work in any other context.