Federating with threads leads to the same issue that happened to google talk years ago - it once embraced the XMPP protocol, meaning anyone could set up an XMPP server and immediately start chatting with other XMPP users or google talk (or facebook chat, now that I think about it). This was amazing because if you had gmail, you suddenly had in-browser access to a lot of friends. I remember some friends way back then talking to me about getting a regular jabber account because it would be so easy to just use that. I also remember soundly rejecting that idea because "Why would I do that when I can already chat with you?"

The problem was that Google decided that XMPP wasn't sufficient for their needs and started to extend their internal implementation. Suddenly if you were on "regular" XMPP you were a second-class citizen. There were times when you couldn't connect cleanly to google's XMPP implementation and it created problems (admittedly, some of these problems were with the XMPP protocol, and others were Google deciding to "embrace" XMPP by inventing their own software to interact with it). From my younger and naive point of view it just seemed like my friends who used jabber et al were just running the inferior software/client.

Then, suddenly - Google decides to kill talk and replace the in-gmail version with something else entirely. All those friends I had were just "offline". You couldn't reach them; I also didn't see the need to create a jabber account because of all the perceived difficulties of interacting with them at that point. Some of them gave up and got google talk/hangout/whatever else accounts. Big corporations are pros at killing open source; the example above is just one of many. You can see examples all over the place such at VSCode and how they've been closing up access to their plugins, Apple with the GPL3 change to the open-source software they use, and now Facebook with threads.

You aren't going to be able to convince your friends; they aren't going to move regardless. And if Threads federates and, months/years down the road decides to defederate because they claim to have more content/features/whatever anyway, to all your friends on Threads you'll just go "offline" - and your friends will just wonder why you didn't use Threads in the first place.