Personally I think that small talk is also regional. Some places small talk might be discouraged at a store while other places it might be encouraged. The same might be for the subway, a restaurant, the bathroom, etc, depending on the country or culture it may be totally ok or exceptionally discouraged.
You might be right that it is an implicit threat and as a threat it constitutes verbal assault, but you’d have a hard time making any real headway in court with that, especially in a he said/she said situation. It might be a crime, but it’s one which will see almost no prosecution.