I'm torn. On one side, I don't want them to give in to threats like this. On the flip side, you know that they'd absolutely get taken to the cleaners by the courts if anything actually did happen at a movie theater showing that film. It was a pretty brilliant (or perhaps just lucky) ploy by the group making the threats because of the potential ramification of Sony and the theaters being legally culpable for injuries.
Plus, empty or not, threats made against - say - a school play are taken seriously. Why not movie theaters? Increasing security at a school is doable, but even then, parents may likely keep their kids away because a school play isn't worth the potential risk. Increasing security at thousands of theaters in a matter of two weeks is pretty tough, and they have no idea if they'd ever recoup the costs of that in ticket sales.