I saw one of the legal talking heads on Fox say that while it's illegal to threaten physical attack or harm on a judge, Schumer walked right up to that line and stopped just short of stepping over it. I suppose he could argue that by the threat he made he meant impeachment, and unless there's other evidence it would be difficult to prove - to actually prove - he meant anything else in court before a judge and jury.
It still merits censure, and that would only take a majority in the Senate. (Hello? GOP? Anyone listening?)