A lot of thru-axles are hollow & thoroughly machined to use the absolute minimum of material necessary for the job. Cutting new threads over the hollow portion may well form a spring where the unwanted material was removed.

If you already have the tools, why not make your own from a solid rod. That'd be some bragging rights, right there.

I once saw a YouTube prank video where a guy tried to troll a bike shop into upgrading a QR bike with a thru-axle wheel set. The key was making thru-axles with 9.5mm nutted axle threads or QR end shape or some such shenanigans.