To correct the misinformation here.
While rolled vs cut threads is rarely if ever required, once you've decided on one or the other you're 100% committed. That's because the blank size is different.
In a rolled thread, the blank diameter is exactly 1/2 way between the root and crest diameters. The process flows metal from root to crest, so the final thread is larger than the blank. Cut threads call for a blank diameter matched to the crest diameter, and the entire thread is cut into the blank with the excess material removed as chips.
Having cut threads for a living, I've never had an issue cutting long threads by hand when the situation called for it, nor have I had a problem starting dies square by hand (some skill and patience required).
Now as for extending the rolled spoke thread with a die, there's two issues. If you intend for the thread to support load, you're out of luck because the resulting half thread form will strip the nipples. But if you only need to extend the thread 1-5mm you're OK because the end threads which engage the nipple head are still full profile, and that's where it counts. All you've done is created clearance for the nipple to go a bit farther.
When I've needed to, I've approached this the other way, by using a 2mm drill to increase the bore depth at the front of the nipple (hub side) so it'll thread deeper.
Now, why rolled threads are inherently superior for spokes.
The thread height of a 56tpi thread is .012. On a rolled thread that's half outside the blank and half inside, so the thread of a .080 (14g, 2mm) spoke cuts into it .006" or 7.5%. If a similar 56tpi thread were cut into .080 wire, the minor diameter would be reduced to 0.068, or by 15%. Calculating the resultant loss of strength we have roughly 33% loss with rolled vs. 43% with cut. This is very significant and if spokes were produced with cut threads thread failure would be a common rather than rare problem. Of course we could compensate with larger blank material, but what would be the point.
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