Windows had a janky way of naming threads before 10, but it has a supported API now.
The problem is that svchost is a host that runs a thread pool with various services being invoked as needed. You'd have to rename each thread every time you ran a function for a service.
That's probably more doable now with the supported API. The previous way involved raising an exception, so I can see why it wasn't done.
Seems like Windows has a more systemic testing problem though. We used to stress-test the crap out of various NT components back in the day. Don't know if the elimination of SDETs means there's no one doing that other than the NT perf team, which never did targeted stress.