I have no interest in using anything that Facebook or Twitter makes. But I’m genuinely at a loss for why I should be worried about them. What could they do to affect Lemmy?

Agreed, I’m not that worried either. The only potential issue I see going forward is that, if (or when) Threads decides to defederate from other ActivityPub instances, then people may feel the need to move to Threads exclusively. I don’t think there will be that much change in userbase, though. Currently it seems like the people who use Lemmy, Mastodon, etc. wouldn’t use Threads on principle.