If the threat of violence from another user directed at me had happened in a .zip instance and I had gotten banned instead of them, I’d be making the same accusation.
So you don't apparently expect lemmy.zip to respond to users like that, but you do in piefed.social? What? Because the lemmy.zip user did it on a remote community? Also, how do you know the instance ban and community ban are directly connected?
Also, whether or not you characterise it as a threat (I think it's unsavoury and emotive and violent rhetoric, but not really a threat as such unless you specifically plan to go to Poland or something) - it doesn't automatically make them or someone a nazi.