This seems like a pretty good statement regarding Threads from @Gargron https://blog.joinmastodon.org/2023/07/what-to-know-about-threads/
What to know about Threads

There’s been a lot of speculation around what Threads will be and what it means for Mastodon. We’ve put together some of the most common questions and our responses based on what was launched today.

Mastodon Blog

@mmasnick @Gargron

[quote]

Nobody on Mastodon can insert advertising into your user interface except the server you are signed up with and logged into. By default, Mastodon does not include any functionality to display ads. Unless you use Threads, you will not see any ads from Threads.

[/quote]

The remote Threads server could easily insert advertising content as part of the message data, I would think.

@woozle @mmasnick @Gargron

Hashtag spam is more likely ~ most people here are fine with an artist selling their stuff, but not some "influencer" pushing this week's "super food" or BarbieShampoo™

Edit: ads added to posts would be what the thread people see too, so not even popular there

@olavf @mmasnick @Gargron I think they could pretty easily set it up so only remote instances got the ads. ...not that people who flock to join yet another Facebook project are likely to be bothered much by commerciality in the first place.

@woozle @mmasnick @Gargron

I don't know how well that would work. It's waaaay above my pay grade.
But my understanding, anything would have to be based on your public profile/posts and maybe who you interact with there. Everything is routed thru your server so they don't even get an IP to match with your FB account (if you even have one)