Changing from threaded to threadless or back involves changing the fork, headset (top half only), and stem. Assuming it's a 1" fork and press in headset, that's easy, involving finding and paying for some relatively common parts (top end quality would have to be NOS). However, if the frame takes a 1-1/8" fork, and/or has an integrated headset it becomes much more complicated because of parts availability or compatibility. Doesn't mean it can't be done, but it's more complicated, and possibly not worth the bother.

In any case, it isn't cheap, so the OP needs to work up an estimate then it's up to him whether it's worth it.