Ah-ha! I think it's getting the default from a past run of Configure. When I built from a fresh directory, it worked.

$ git clean -dxf
Removing .config/
Removing DynaLoader.o
Removing Makefile
Removing Policy.sh
Removing UU/
Removing av.o
Removing bitcount.h
Removing cflags
Removing config.h
Removing config.sh
[...]

$ sh Configure -de -Dusedevel -Dusethreads

Beginning of configuration questions for perl5.

[...]

Perl can be built to take advantage of threads on some systems.
To do so, Configure can be run with -Dusethreads.

Note that Perl built with threading support runs slightly slower
and uses more memory than plain Perl. The current implementation
is believed to be stable, but it is fairly new, and so should be
treated with caution.

If this doesn't make any sense to you, just accept the default 'y'.
Build a threading Perl? [y]
Your platform has some specific hints regarding threaded builds, using
+ them...
[download]

$ perl -Ilib -V:config_args -V:useithreads
config_args='-de -Dusedevel -Dusethreads';
useithreads='define';

$ perl -Ilib -E'use threads; say "threaded"'
threaded
[download]

I suspect you could also use Configure's -O option:

  -O : let -D and -U override definitions from loaded configuration fi
+le.
[download]