If a Threads user is following you, they need most of this information. It's literally how the Fediverse works. The only thing that isn't is your IP address, and that's something that I'm not sure they'd even get. That might be your host's IP address.
Remember, the Fediverse isn't a bunch of iframes looking at 3rd party websites. It works by mirroring remote content. A follow is literally a request to ingest posts from a user.