Hi calpenna, from just reading that exchange, I agree that it doesn't look too threatening. You have a RO for good reason, though, and your concerns are certainly warranted.
BPDs love to bust boundaries, and that's what he is doing, trying to push you to see how far he can go. Have you seen this thread? Maybe it can help you in the future regarding you communication with him;
TOOLS: Responding to hostile emailIn short, keep communications
BIFF.
Brief
Informative
Friendly
Firm