The advantage of the Fediverse is exactly that, that each instance can decide if they federate or not. The thing that I'm wary of is a renewal of Embrace, extend, and extinguish. I'd like to think that Zuckerberg isn't going to try playing dirty tricks, but we'll see what happens if and when Threads ever becomes really successful.
If you and others don't like Threads to begin with then why would the "extinguish" part ever work? The people who are already here aren't going to stop just because Threads federates and then later on unfederates.
I won't use threads, but the Fediverse is relatively small. It would suck if they managed to play dirty tricks and steal a large fraction of current fediverse users.