It is unclear how to properly use the find_package(Threads).
From the original example, linking against the imported target does not seem to set any of the target LINK_OPTIONS / LINK_FLAGS. Is this expected and intended?
Depending on the platform, there might or might not need to be any flags set. Just because you don’t see flags on one platform, that doesn’t mean there won’t be flags on another. The module shields the project from having to know about that by giving the project a target it can link to, and then the flags, if any, will be handled as an implementation detail.