There is no close reason for questions promoting violence because close reasons are about questions that can't be reasonably answered, and the fact that a question promotes violence doesn't prevent it being answered.
A question promoting violence may need to be removed from the site, but there's a different tool for that: flagging. If you think that the question promotes abuse, flag is as “rude or abusive” — see this FAQ for more information. If you think that the question should be deleted but the reason requires some explanation, flag as “in need or moderator intervention” and explain.
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Regarding this specific question, I don't see in what way it promotes violence. Discussing violence is not promoting it — history books are full of violence, but they are not hate speech.
By the same token folks might start sharing here how to make bombs etc.
There is no blanket prohibition on sharing how to make bombs. Dangerous real-world material gets discussed regularly not only on Chemistry but also on more “innocuous-sounding” sites such as Home Improvement.
This question and answers to it violate SE Content Policy Hate speech
No, it doesn't, because there is no hate speech in the question or in any of the answers (unless there's some in a now-deleted answer that I haven't seen). Discussing violence is not hate speech.
and other objectionable content that is unlawful. This pub Is Violent Speech a Right? outlines the extent of Free Speech rights in USA when it comes to promoting hate and violence.
I won't claim expertise with US law, but your claim that the thread is not lawful in the United States is highly dubious. I am somewhat familiar with French law (although I'm not a lawyer), which is generally a lot less accepting of speech that promotes hate or violence, and even here nothing in that question would be close to illegal.