Threads can only display ads on their app

What is stopping them from adding ads to the website?

if lemmy.world adds ads, people can just not use the lemmy.world website

That's what I imagine happening, a few people can't stand it and leave or use uBlock, and the rest of the userbase gets served ads

As far as i know they cant force other apps to show ads

Not unless ads are a footer or something in post or comment content. That's an intellectual property gray area, I wonder what will happen.