> one of many possible paths to take, but one they would prefer to avoid
This seem to be exactly the sentence one would use to respectfully threaten someone else (try it with a different theme, it might be clearer: "we are exploring all possible solutions to the conflict, going nuclear is just one of the way but one we would prefer to avoid")
(Spoilers: the reality of the “threatens to leave Europe” headline is a much less click-baity “lists ‘leaving Europe’ as one of many possible paths to take, but one they would prefer to avoid”)