wedrifid comments on Open thread, October 2011 - Less Wrong
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What Adelene said. Add to that the fact that the small probability that the threat is real actually increases by an irrelevant amount rather than decreasing by an irrelevant amount due to the consideration in question.
Since we are already conditioning on the fact that we know we are subject to a mugging attempt when we consider that mugging attempts are dangerous we should slightly increase our estimation that the mugger is powerful enough to carry out the threat. Because the more powerful the potential mugger is the fewer potential anti-mugging genies he has to fear. So apart from being too small an effect to be relevant it is also an effect in the wrong direction.