Indeed. The pose is definitely the thing holding back the menace of the character. With his weapon lowered like that, and his hands not clasping it in a fashion ready to be fired, he comes across as an ally, pacified.
Shoulders are too low and not pronounced enough, which is making his arms look too long (his hands would come down to the top of his boots at this point!)
The palette is a bit of a prob, imo. Well maybe not a problem but it has room for improvement. You could probably merge the highlights, and maybe even the shadows, of those two ramps, if you're willing to cut the saturation down. Either way, I think the midtones are too dark, and don't transition nicely into the highlight,
especially on the red ramp.
Here's a palette edit, and I put the extra 2 colours to work in the image. Didn't touch the pose. There was also a blue colour in a couple of pixels, so I killed that. It was down near the bottom right of the trenchcoat, I believe.
I wonder if the shadow tone for the eyes (the light grey) is really necessary. I killed it in this picture, I dunno, I think it still comes across ok.