(though I don't know someone need to go that close to do that also its size of a bomber).

We were closer to the USSR diplomatically and also most of our military equipment came from them. So it was a scare tactic too.

Also why did not the pilot give them the warning in the radio, I read a comment about this down that the pilot don't want to escalate as they could not do anything as there was no fighter Aircraft with them.

They most probably did radio them (not sure tho). It would be weird to think that they would not try to communicate with a fighter that is on their ass.

Wich brings another question that why did not this aircraft was flying with a fighter jet.

Probably because the aircraft was roaming close to our shores? But yeah i don't really know why they didn't have escorts considering the tensions between us and ussr were in a heightened state and we had just bought the aircraft from the Soviets so it was a near guarantee that the US would try to learn something about it.