Maybe the client is faster/prettier/can show videos/uses less data/integrates with their phone better.
Maybe it's got features that clients here lack such as the ability to host larger images or video.
Maybe the user is sick of responding to conversations over there and it not being federated, so they are ignored.
Maybe using the Threads app is just faster (because it's local instead of batch federating).

If I was in charge of product design for Threads, I would be literally crawling the issue listings for Lemmy/Kbin and the associated clients looking for complaints and implementing solutions for those problems.
Then I would make a list of every limitation within the system and make sure Threads exceeds that baseline.

And then when I had made the software better in every measurable way (because I am paying a large team of developers to target those pain points), I'd start adding features that ActivityPub doesn't, especially if ActivityPub instances would find those features hard to implement.

I'd make damn sure that every time ActivityPub changes from a source outside Meta, I'd drag my heels on implementing that feature, so that instance hosts are forced to choose between implementing the new version, or maintaining compatability with Threads.

Why would a user here move there?
Because their spouse/coworker/friend tried to send something for the 50th time and the message just never came through.