I agree it was inappropriate (and I agree that Archer wasn't really threatening her, just venting).
However, the fact that it's inappropriate is why I like it. It shows early on that Archer is thoroughly inexperienced, which is the whole point of his character.
I could buy him being an idiot at diplomacy, a cowboy they needed to lead the mission but who wasn't invited to diplomatic tea material. However we really didn't see a lot of that afterwords. Okay the peeing on the tree incident comes to mind.. hmm.. maybe I need to rework Archer into a bit more of a dumbass than I've given him credit for.