Nobody threatens Russia. Nato only prevents Russia from invading their neighbors. That's a threat in the same way as a car alarm is a threat to a car thief.
But yeah, I understand that the Russian media keeps repeating how you are threatened and that Nato is besieging you. Making the population feel that they are under threat is a great way for Putin's regime to tighten their grip on the Russian people. I bet they actually wanted us and Sweden to join Nato so that they can keep pushing this ridiculous narrative that Russia is being threatened. Takes attention away from their own failures. Makes it easier to keep fucking Russians in the ass.