Paramilitary forces belonging to CJNG are communicating such threats because it's a tactic — however unpleasant and amoral — that has
.
The thing about major Mexican cartels is that they all operate with the cooperation and protection of officials serving at all levels of the Mexican state. In fact, in certain parts of rural Mexico, municipal governments are effectively extensions of the area's dominant cartel.
Things won't get any better until Mexican officials become significantly more immune to capture.
To be fair, El Mencho's capture or death is not necessarily a "good thing" for the Mexican public as it will more likely than not create a power vacuum that will instigate savage violence between competing successors.