Threads is pretty blatant about censorship and sharing of user data. They use terms like "a friendly space" and "convenient" to sell it to users. So you're actually losing something by jumping ship from Twitter. The one positive for Musk era Twitter was an attempt to reduce censorship, but the crazy things the company did otherwise far outweigh it.
One of the shitty things profit driven social media sites do is curate content to create a more advertiser friendly space. It even extends to special interests and government interests. I mean what do you call that when public information is curated by the government. I sure as hell don't want my US government telling me what I can and can not discuss in a public venue.
In the USA there's a little thing called the first amendment. Granted these are companies and don't necessarily have to adhere to civil rights in the same way government agencies do, but in effect they're doing the same thing. The US government should absolutely not be coercing these US companies into censoring content, which they are.