I find the CS threaten penalty to be pretty negligible (I always click you'll pay for this). Not once was it strong enough for the AI to cancel a DoF and backstab or anything. It might make neutral civs more inclined to war but if they're on the other side of the map then it's pretty unlikely still. I had in one game where Japan who had the strongest military power was bullying like 3+ CS under my protection and I said you'll pay for this for all 3 of them. It was hilarious and better yet I was still friends with him, lol.
Oh and I'm pretty sure Siam's UA have a hidden +10XP bonus for military units given by CS even though it doesn't say it on the description. I kept getting +25EXP units in one Siam game from a couple of military CS.