@Gargron They might even be public now?...
https://techcrunch.com/2024/08/28/threads-deepens-its-ties-to-the-open-social-web-aka-the-fediverse/ "Since June, users have been able to see fediverse replies on their posts if they enabled fediverse sharing in the app’s settings. (...) Now [August] users will be able to see the fediverse replies on other people’s posts, too" but it says that's a couple of extra clicks away.
Then this October post says that the ability to reply back is "under development".
https://techcrunch.com/2024/10/01/threads-users-can-now-see-who-follows-them-from-other-fediverse-servers/