"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.
I see the same things. The only permission Threads asked for was Notifications.
I think the poster is confused between technical system-granted permissions (e.g., Contacts, Location, Bluetooth, etc.) and app privacy labels (i.e., a self-declared user-friendly version of a legalese privacy policy).
"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.