Originally Posted by
FBinNY
The spoke threading devices used also roll the threads.
It isn't a matter of strengh, it's a matter of the relative diameters of the threaded and unthreaded sections. You can't cut the thread into a spoke because the blank OD is smaller than the thread OD.
rolled threads are typically more fatigue resistant, less prone to stress cracking, and more resistant to stripping. Doesn't change your main point, but that's (one of the reasons) why they're rolled.