I feel like this sounds worse than it is because you also don’t create a Threads account, per se, in the first place. You use your Instagram account. If you want to use Threads, you activate your Threads profile; if you want to stop using Threads, you deactivate your Threads profile. Your Instagram account is still your Instagram account and exists independent of Threads. If you want a totally separate account for Threads, you need to create a second Instagram account for it.

Once in you cannot get out, or you lose your whole family and friends, like some religions.