I don't like that you can't come back later, select a bunch of messages or threads and say "Group into a thread" to clean up people not using threads.
Also I kind of hate when it's a week later and someone responds to a thread and you get pinged, but can't find where you got pinged from without clicking the dynamic group to see all thread activity.
Also, it really annoys me that threads open on the right with the text entry on the lower right when toast notifications on Windows pop up on the lower right, too. Great, now whenever someone replies I get a toast popup blocking me from seeing what I'm typing. Thanks, guys. Sure, that only happens on one monitor, but that's also the same monitor that I want my toast notifications and my Slack to be on because it's where I'm often looking.
People also learn to use threads quite fast. You can rethread comments if they don't have a reply yet (they are not in any thread yet).
I'm not usually a defender of Slack but this is one of the things I _like_ about Slack threads. Typically in our rooms every discussion is a thread and if I'm not concerned with that particular discussion there's only ever one message and notification I need to dismiss. If I _am_ concerned with it I can opt in to reply notifications with two clicks.