iOS and Android as well as modern browsers actually limit a lot what an app or a website can gather and if Mastodon instances were to federate with Threads, Facebook would not even be able to see anything beyond public data which actually makes federation with Threads a privacy tool.
That’s one thing and it is hard to be free of, but here I think it is also relevant that the website/client apps surveil you too.
iOS and Android as well as modern browsers actually limit a lot what an app or a website can gather and if Mastodon instances were to federate with Threads, Facebook would not even be able to see anything beyond public data which actually makes federation with Threads a privacy tool.