Edit: Let's move further discussion here: https://lemm.ee/post/851217
I don't see any Lemmy <-> Threads interoperability happening in the near future anyway. I haven't looked at Threads very much, but from what I can tell, it's mainly going to be a problem for Mastodon rather than Lemmy. Even from a UX standpoint, it does not seem like Threads is really designed to show Lemmy content (and vice versa).
Having said that, Facebook has shown countless times that it's actively harmful to its users as a platform, so there's not much reason to believe that Threads would be any different. If Threads ever becomes interoperable with Lemmy, then I think defederation would be completely justified, unless they can somehow completely change their approach to ads, user tracking and feed algorithms. If that day ever comes, I will make a decision together with the lemm.ee community on how to proceed. But for now, it's not an issue - there is nothing to even defederate yet.