Threads’ implementation is planned, at least initially, to flow inward rather than outward. The posts they make won’t be seen outside of Threads at all initially, and later they intend to add that as something users will have to opt into in their settings (people rarely change their default settings so this will likely not happen much).

Even if it eventually does happen, many Fediverse server projects are already implementing features to allow users to block instances for themselves without need for defederation. If you find the comments from Threads to be annoying, block them.