Freeza, who blew up and conquered and enslaved countless worlds, for decades, wasn't a universal threat? Maybe he wasn't going to destroy literally everything, but he was making things pretty miserable for all sentient beings.
It depends on what you consider a "universal threat", really. Frieza was basically running a business and selling planets, so to me it seems extremely unlikely he'd ever have become that kind of threat that will extinct all life in the universe. Also consider that every universe literally has someone doing the job of destroying planets - someone else doing so on a relatively minor scale might be completely acceptable.
And Cell was going to go around and start destroying the universe once he proved himself agains Earth. But given that he was only around for like a week I'll let his threat pass.
He might also have been too much for the Kaioshin already. Didn't he consider Dabura, who was as strong as Cell if I remember correctly, extremely strong as well?
And yes, the Saiayans were able to handle Buu this time around, barely and after a lot of shenanigans and luck, and intervention from the gods and copious dragonball spamming, but apparently last time he went around and wrecked all the Kais and was viewed as basically unstoppable, and was barely sealed away. The impression given at the time was that all the Kais were weaker than the Super Saiyans and that they were crazy powerful (especially fused).
Fair point, but I'd say your point about Cell is fully valid here as well. I also think we never got that many details about how the Kaios dealt with Buu the first time around, so it might have involved other universes to an extent.
Fully agreed, Roshi is an oddball. Though we might learn a bit more about that next episode.