Why does 'I'll pray for you' sometimes sound a bit like a threat? Am I doing something wrong? Is there something I don't know? Am I ill?

Paul, having filled his readers' ears with his breathless ecstatic praise of our spiritual blessings in Christ, then tells them that he has been praying for them. In fact he says that he hasn't stopped praying for them. And why has he been praying so earnestly? Because he wants to say thank you for them - for their faith in the Lord and for their love for each other.
In effect, he tells them that he is thankful that they are there, that they encourage him, that he knows they love him because he knows they love all the saints, that the gospel is bearing fruit in their lives and that he has heard about them.
He does go on to pray for more specific things, but he begins by thanking the Lord for them, even though he may never have met them, and even though they lived many hundreds of miles away from him.
Of course, prayer is primarily our communication with God, whether alone or with others, but Paul wants to let them know that he's praying for them regularly and with thanksgiving, and not just when they are having a bad time.
So if you are praying for and about someone today, why not encourage them? Thank the Lord for them, telling him why you appreciate them. And then tell them.
Margaret Killingray