I don't remember Democrats ever using threats over the debt ceiling. It seems to be specifically right-wing phenomenon [1]. In fact there are some for whom the endgame seems to be to force the government to default and assume it won't be catastrophic for the economy (one wonders if these folks have significant short/call positions).
[1] http://economix.blogs.nytimes.com/2013/10/14/for-many-hard-l...