Some guys get pissy when anyone climbs better than them. I once had a partner throw a tantrum at smith at the start of a 4 month road trip. He was having a hard time, and I offered to make his first clip for him, then proceeded to do it in sandals! (it wasn't hard, he was just a wussy. We parted ways shortly thereafter)
I don't think this is a sexist issue, some people are just assholes. So, no, I am not threatened by people who climb harder than me. I enjoy it, it inspires me to climb harder myself.