Retired cop says, "i would take my rocking chair to jail and rock." how scary is that?

my now estranged husband, who retired at age 53, from a sheriff's department in california is now 66 years old. he has moved out of the house because he has psychological issues/illnesses that were disrupting the family; and he wanted to go back to california. he recently told me over the phone (i haven't seen him in 5 months) that if he found out that i "messed around" with someone else that he would kill me and just take his rocking to chair to jail and sit and rock...now, it was said in laughter on his part, it seems bizarre and scary to me. if i were to confront him about it, he would get mad and say he was kidding and that he should stop joking with me about anything. he has a way of minimizing his words and actions. is this just hardened "cop" talk or is this something that i should take seriously? (he looks a lot like drew peterson and is also very narcissistic) he made up stories that he was a navy seal, was injured in viet nam, cried about war injuries..all false stories.