Looks like they'll be harvesting your data if you follow anyone from Threads, maybe even injecting ads. Unsure what happens to the data of people that get followed by a Threads user. A large part of the fediverse is here precisely because they want to escape corporate meddling, data-hoarding, advertising and other anti-user malpractices. There's a number of people talking about this, here's a recent post that highlights some of the things from their TOS.