Having a mountain lion within a certain distance is good enough for me. Especially if you don't know where it's going and what its up to. It very well could wind you, wait, stalk, then attack. If you knew what it was doing when you don't see it then that's different. You don't.
What I and you consider a threat are likely different. I'm not basing my survival on what you are comfortable with. Wanna let it pass? By all means do it. Have a fun walk out in the dark.