Perhaps threading is better implemented than I thought. My knowledge may well be out of date in this area. Though I'll note that even moarvm.com says:

"For long-running workloads where startup time doesn't matter, or when you need tried-and-tested, mature threading support, Rakudo on the JVM is a better bet; its JIT compiler gets to work and makes quite a difference."

Certainly I'd agree that overall MoarVM is likely to turn out to be the best Perl 6 VM. But the question asked specifically about threading, and it looks to me like the JVM backend is the best bet - at least for now.