Not that I'm ever going to use the app, but I'd like to point out as to why the collection of this specific dataset is particularly dangerous.
Threads scrapes Health and Fitness information. Why is this a problem? Because Meta is already illegally scraping hospital websites for your records. Speaking as a data analyst, it doesn't take much (like one line of code in some cases) to match your Threads account to your hospital records in a database. To assume Meta isn't attempting to do so as we speak is naive - there's simply too much money to be made.
In an age where we've had to start underground railroads to help women across state lines to keep the right to choose, combined with the push from the far right to criminalize helping them, this sets up a frightening scenario:
Meta finds that you've scheduled an abortion through the hospital across state lines. With Threads on your phone, they can now track you as you travel to that appointment. It only takes one more step, or a law like this one tailored towards abortion, to notify law enforcement to pick you up enroute.
Combined with Meta's overall right-leaning politics, it just doesn't make sense to make yourself vulnerable to them, especially if you're a member of a minority population or have any sort of health condition. There's simply too much potential for abuse, and Meta has shown itself more than willing to abuse its users.