I think what gives Threads extra psychological heft is the fact that it opens with a very long sequence of everyday life pre-bomb, which grounds the film in reality. Because the cause of the disaster is unknown, it is easier to shrug off "The Road" as an alternate universe. The events in "The Road" are more awful, but less immediate. Now that I think about it, that grounding also enhances the "Wizard of Oz", in a different way.