They won't at the start. But they will after they made friends on threads and then threads breaks the federation again. The people in threads will not move to the fediverse because most of the people they interact with are on threads. They might not even notice that the federation broke. But for the people on the fediverse it will feel as if a large part of their social circle just disappeared.
But before that threads will already make things worse for non threads users. They will start extending the protocol in such a way that fediverse servers won't be able to keep up. They will find undefined cases in the protocol and start using them causing other servers to break/degrade. They will start one-sided slowdown of federation causing people to blame the server they are on instead of threads. Etc.
Had an off-by-one error that took me a while to find
Sadly that button does not seem to exist in the mobile webpage view
Most Lemmy instances and kbin are connected/federated to each other meaning that the content is available to both. For example, the thread you currently are replying to is on the Lemmy.ml instance. So in general you don't need to worry if the content is on a Lemmy instance or on kbin. You will see it anyway. So you can just pick the instance you like the UI best and use that.
There is a small caveat, in that a magazine/community will only start federating/being visible on a remote instance after someone visits that community for the first time. E.g if someone creates a new community on kbin, then it is only visible on kbin until someone goes to newcommunity@kbin.social on their instance. And also other way around. If someone makes a new community on Lemmy.world you won't see it on kbin until you it someone else goes to newcommunity@lemmy.world on kbin.