State Attorney General and FBI: No Help?

So regarding the death threat scam, I got enough information for law enforcement to do something about it. So I called the state attorney general's office, and they directed me to the FBI. I contacted them, and they told me that because the subject is in another country (even if it is one of our closest allies), they cannot do anything about it, except that I can file a complaint at the Internet Crime Complaint Center.

It sounds to me like they aren't going to do anything. I gave them the information anyway, and I won't post it here, in case it does prove to be useful.