Cyclists exaggerate the effects of equipment design all the time. It is part of the hobby.
As an example, there was a recent scientific study about bicycle cranks. What the study showed is that, while there are measureable differences in stiffness between various cranks, the size of the differences was minuscule and way below the threshold of human sensation. Basically, if you feel a lack of stiffness in the cranks, it is not the cranks you feel. It is the frame. Nevertheless, I see people trumpeting that the study showed the Ultegra crank to be the stiffest. That's a particle of truth sitting inside a universe of nonsense.
Another favorite for me is tire rolling resistance. This is another thing that is used all the time to market tires. Cyclists worry about it incessantly. Way, way, way below the threshold of human sensation and performance, assuming tires of the same size pumped to the same pressure. One 700X23 at 110 psi is as good as another in terms of rolling resistance. Buy your tires because of some other performance factor. Rolling resistance doesn't matter.
Or the triple vs. double crankset war. Every road cyclist except for strong, pro racers would be better served with triples. It's a fact, not an opinion. Even some of the strong pro racers use them on some of the more extreme climbs in stage races. You all know it is true. But everyone wants to emulate the strong pro racers and look down on those that use triples. I don't know why, but they do. Beginners with triple cranksets can't wait to convert them to compact doubles so they can still climb a hill but not fear others looking down on them. They end up with a lighter wallet and fewer gearing options. I don't know why they do it but they do.
Personally, threaded vs. threadless headsets and stems don't affect my riding one bit one way or the other. The same is most likely true for you. It wouldn't occur to me to "upgrade" from one to the other. I understand the advanages of the threadless technology. But they are subtle advantages not major ones.
I won't even start with weight weenieism.
It's just human nature. No need to let it get to you.