Sure, but imagine calling the police and saying "I'm carrying a massive knife and I'm going to my ex to get my things back". There is no threat here. It's legal to own and carry a knife(in most places). It's legal to go to your ex and go grab your things.

But I bet that if you did that police would show up as there is an implied threat of violence. I mean, clearly it applies even in OP's case, since police did show up - I'm just surprised he didn't get in trouble for basically using the police as his personal bodyguards by implying things will get violent.