If they really threatened her, maybe it was to scare her. The dirt sheets make it out like Triple H is pretty bitter towards Del Rio over his influence on her. Del Rio as a character just doesn't click in WWE. They have no clue what to do with him. Cena spent months putting the US title over. Del Rio wins it and completely undoes everything Cena did almost overnight.
Separating him from Ricardo was the beginning of the end, imo. They're better off going their separate ways.
Kinda sucks to see this happen to Paige though. Worked for years to get there, spent years in developmental, and this is how it could all end? That sucks.
Seems pretty clear that splitting them up was no mistake.