I have no Twitter app installed on any device and like it that way, which means that I won't ever see any of Threads' content.
Seriously?
All that extra data collection from your device, that's why.
On browsers, videos and images must be usually presented in standard formats, and you can just download them with browser tools. It is also much easier to inspect the traffic and see all the (bad) things.
On app level for analysis be possible, you often need to set your own TLS certificates or somehow obtain private key of your mobile phone to decrypt the traffic. You could also reverse-engineer the app, but it might be obfuscated (ref. Snapchat).
Browsers are designed to handle untrusted content, even if the user gives some permissions. On applications, you are asked to trust the application (permissions), and then it does what it wants with given permissions. On OS there is sandboxing, but the scope is much larger than in browsers.
If you are very locked in to the platform, you might be more willingly to give the permissions for app to work, which might include more than it actually needs.
But checking with a proxied browser also gives a limited UX, "Get the Threads app to see more from ...".
In any case, they're halfway there.
Plus there's a generation of product managers who just dismiss the desktop or web as old/arcane/niche and uncool anyways.
It's also not surprising coming from the Instagram backround -- which was a mobile only app for years (well, because it was based on stuff you did with your phone camera, so it made sense). But even Facebook these days is repeatedly broken on the web in ways it never used to be. Notifications go missing, or don't come in in the background, state goes stale, things never load, or require a full site reload to resolve... bugs in the web version that have gone unfixed for literally years. This is not an organization that prioritizes the web, at this point, despite having its origin there. I don't think WhatsApp has ever had anything beyond a barebones web experience.
I was surprised by how many seemed to not even notice or remark on this being the case, tho. I knew mobile was the primary modality by which people interacted these days, but I guess it didn't really sink in for me to what degree: people don't even notice the absence of a desktop computer way of using the thing.
Myself, well, I thought about trying out Threads -- I have Instagram and Facebook accounts anyways -- but I couldn't be bothered with anything that is mobile-only. On a typical day I only pick up my phone to do 2FA sign-ins.
And yes, I know you can view people's posts/threads via web, but that's it.
When I went looking at any of the various new social network startups that have tried to get into the market all of them -- except the fediverse/open-source/hacker type projects -- were mobile only, even some after years of being on the market. Clearly highly motivated to keep a mobile-only moat around things.