Jem doesn’t want to tell Atticus that Bob Ewell threatened Scout and him because he doesn’t want him to worry.
Throughout the book, Jem and Scout are both maturing. Scout is too young to really understand what is going on in the beginning, but as time goes on she understands more and more. Jem, however, understands more. He is old enough to appreciate the bigger picture.
Jem and Scout learn of the threat from Miss Stephanie, the town gossip.
Miss Stephanie told Aunt Alexandra in Jem's presence … that Mr. Ewell said it made one down and about two more to go. Jem told me not to be afraid, Mr. Ewell was more hot gas than anything. (Ch. 25)
Bob Ewell is bent out of shape because of the treatment of his family and his daughter at the trial. He is embarrassed, and feels as if his family name was impugned by Atticus. This is the reason that he threatens Jim and Scout. Scout may not really understand that, but Jem does. Jem does not really take the threat seriously, because he thinks that Bob Ewell is harmless.
Jem is aware of the situation with Bob Ewell because of the conversation he had with Atticus. Bob Ewell also threatens Atticus, and he does not take it seriously either. Ewell spits in Atticus’s face.
It was Miss Stephanie's pleasure to tell us: this morning Mr. Bob Ewell stopped Atticus on the post office corner, spat in his face, and told him he'd get him if it took the rest of his life. (Ch. 22)
All Atticus had to say about this was that he wished Ewell did not smoke tobacco. He does not think that Ewell will do anything about it. He considers Ewell a small little man. He tells Jem that he “destroyed his last shred of credibility at that trial” (Ch. 22). He was happy to allow Bob Ewell to spit in his face if that allowed him to maintain his dignity and keep him from taking it out on his children.
Mr. Ewell turns out to be a little more than “hot gas” though. He does attack the children when they are walking home from Halloween. If Boo Radley had not been there to protect them, he might have seriously hurt them. As it was, Radley killed him, and that was the end of Bob Ewell.
The disagreements between Jem and Scout are constant throughout the book, but they change in complexity. At first they just argue about who should play what part in their make believe game. Soon, they are arguing about issues of right and wrong, and life and death. It is part of growing up. In each case, their arguments demonstrate the gap in maturity between the two, but they also show that Scout is growing up.