Have a look at the App Privacy for the Threads app: https://apps.apple.com/us/app/threads-an-instagram-app/id644...

"The following data may be collected and linked to your identity: Health & Fitness, Purchases, Financial Info, Location, Contact Info, Contacts, User Content, Search History, Browsing History, Identifiers, Usage Data, Sensitive Info, Diagnostics, Other Data"

You agreed to give all that data to Meta when you downloaded the app from the App Store.