My immediate expectation is that when you redirect the output it buffers it, allowing thread 1 to complete the entire workload before thread 2 has had a chance to start (threads take a long time to start in Perl, due to their heavy nature). Yes, the output is also buffered when printing to STDOUT, but \n forces a buffer flush in this instance. You can very easily test this by chucking a sleep into your loop.

Beyond this, I'm not quite sure why you're threading, however a slightly different method of doing the same thing (without having to worry about the dangers of share'ing and lock'ing data structures) would be to use Thread::Queue to pass what is currently being contained in your array.

A solution using Thread::Queue might look something like this:

use strict;
use warnings;

use threads;
use Thread::Queue;

my $queue   = Thread::Queue->new();
my @threads = map {threads->new(\&worker)} 1..2;

my @array = qw(2.1.1.1:1.3.1.8.1 ... 2.1.1.1:1.3.1.8.199);

$queue->enqueue(@array); # Give work to threads after threads created
$queue->end();           # Must do this, otherwise threads will never 
+end

$_->join for @threads; # Join threads to avoid thread errors at end of
+ script

sub worker {
    my $tid = threads->tid();
    print "Starting thread $tid\n";

    while (my $oid = $queue->dequeue()) {
        print "Thread $tid: Doing SNMP GET for $oid\n";
    }

    print "Finishing thread $tid\n";
}
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Note: code untested