These are primarily the data stored by your health apps and sos information.

If you've Android health info stored for emergency cases, some apps with right permission can access it. You know to save your life.

Likewise, your health record on your health apps like Google/Apple/Samsung health store a lot of information about you like steps, sleep trends, heart rate, diabetes, water intake, and even period regularity.

In normal cases these records should only be known to you or shared with apps you approve.

Threads has no business normally to request these data, but if they want go serve you relevant ads, these become quite useful information.

They can show you sanitary products when you're on period, or show ads for meds when you've high blood pressure. None of these should be monetised, but they can very well will be.