Well, no, credible death threats aren't sufficient grounds - they would have to show that not only are the death threats credible, but that the government is purposefully not protecting him from the threats.

I can understand that he feel's the US is his home and he shouldn't have to leave, but he's basically been trying to play the system for 20 years. He was told what he had to do to get a visa legally, but he wasn't willing to do so.