If it were a crime, it really wouldn’t be much of a threat because they’d be unlikely to follow through, would they?
Edit: there is one federal law where threatening embarrassment is enough, but that requires a demand for money or property, which this is explicitly not.
And because the downvotes are already rolling in: Note that I find this just as abhorrent as you do, and that sexploitation should absolutely be a crime. But the legal situation unfortunately is not at all as clear as the moral one. And the replies below are mostly embarrassing in that nobody even seems to have a clue on the difference between civil and criminal law. Carry on then...