Suppose you go further: You write the "story", and "agree" with a friend to carry it out. Then you go to a gun store and buy a gun ("overt act").
How can I prove that all this is not just a dark and morbid roleplay?
And yet US federal law will convict you for conspiracy to commit murder on this evidence, as I understand it.
If you think the "dark and morbid story" defence is reason enough not to make writing the threat down a crime, why do you think the "dark and morbid roleplay" defence is unsound?