Meta announced that users on Threads will be able to see fediverse replies on other posts besides their own. In addition, posts that originated through the Threads API, like those created via third-party apps and scheduling services, will now be syndicated to the fediverse.
I don’t think i’ve ever seen a Threads message in any of my Lemmy / Mastodon feeds. Perhaps I’m not mixing in the right circles?
Your instance likely defederated threads
Threads posts wouldn’t really appear on lemmy unless they deliberately format the post to tag a community. And they wouldn’t be able to see replies either.