In my own words:
Implications are the large-scale effects of a policy. For instance, one implication of dumping trash in the river is that the drinking water downstream will not be pleasant. It is what happens as a result of what gets done. They can also be indirect, or abstract, like the moral implications of dumping trash in the river.
So in this question, you're evaluating the security threats and their strategic implication, which means, what can these security threats do to organizations using SNAs? How will they affect the organization's policy?