Those threads are Cosmetic Features. If you go to View > Show & Erase (also the icon that looks like a flashlight shining on a drawing), you can Erase those Cosmetic Threads. (Cosmetic threads are represented by a surface, i.e. non-solid, feature, hence the magenta halo.)
Note that Cosmetic Features do not support Preview in the Show & Erase dialog box, so make sure you uncheck that option.
Go to environment and select fast hlr. the threads will go away. If you like the way this works, you can turn on fast hlr in config pro. If you do not have too many holes and want the threads to look real create them as a helical sweep. The look real cool.