Threatening to call the police on a patron who is anything less than hostile (or non compliant several times) is crazy.
If the front line employee asking the OP to leave thought the OP was out of line - he should have gotten the manager.
Once the manager asked the OP to leave and the OP refused, only then is talk of police remotely appropriate.
Anyone who has access to Sky Clubs is likely a valuable delta customer. No(!) that doesn't mean they're 'high value' and no it doesn't mean he's anything special. But you can go down the list of ways to gain access to the SC and most of them involve spending a fair sum on DL or partners.
All the more reason to escalate the situation slowly and involve the manager prior to ever bringing up the police.
Oh and this is a .270 MM talking

.