He's not complaining about the job that he, or more accurately, agents below him must now do. He's calling out Comey for pulling this stunt and getting the exact result he intended.
Whether they turn out to be legitimate threats or not, taxpayer-funded public safety agents are going to have to run these all out and investigate them.
This is a reminder of the damage self-serving individuals, with a history of extremely poor judgement, can do when they fail to control their impulses.