Boyfriend just got death threat over the phone, should we be worried?

So I am kinda freaking out right now and just need to get this out somehow. My boyfriend said he has been getting calls the last few days from an in-state number he didn't recognize, and has been ignoring it. Today he decided to text the number and see who it was. He told me right after sending the text, they called again and he answered it this time. There was just some heavy breathing and then a guy said "be prepared, we're going to gut you like a fish faggot." They hung up and he blocked the number. He googled it and said multiple people online are reporting similar harassment from that number.He is trying to just brush it off and doesn't want to go to the police. I, on the other hand, am freaking out and want him to report it immediately. Do you think it was just someone being an ass since it has happened to multiple people, or is my anxiety justified? I really have never had to deal with something like this before, we don't know how they even got his number.