I like to thread all my components, IMO it makes for a more solid cue. But seeing as though it is so subjective, you can't argue that threading is a good idea for no other reason than it makes assembly of the cue so much easier. No clamps, and your joints are always nice and tight with no glue lines. I hate having to clamp a ferrule or a cap on until the epoxy dries. When you thread everything you can assemble on the bench, no need to tie up machines to use as clamps or build extra fixtures.
Cue making would be easier if you just drill a 3/4 hole on all the round components and clamp them together on a 3/4 by 30" long dowel.

That's how factories do it.
Hopefully custom cue makers don't do that . :grin-square:
I used to see a famous maker hammer in his ferrules with yellow glue .
Those ferrules had problems later on .