I just upgraded Mattermost to version 5.30.1 and afterwards did upgrade the database from PostgreSQL 9.4 to 13.1 with all additional major versions inbetween, so from 9.4 to 9.5, 9.6, 10, 11, 12 up to 13 (version 13.1).
Between every version I did a pg_dumpall, shut down the database, move away the database data directory, start up the database which initialized a new database and did import the dumped data, i.e.:
dump:
docker-compose exec db pg_dumpall -U mmuser > pgdump12
re-import:
docker-compose exec -T db psql mattermost -U mmuser < pgdump12
Now the threads table does exist and I could sucessfully delete the users with mmctl.
Looks like somewhere in between when I did the mattermost upgrades over the last three years an update of the database schema which would have created the threads table was not done.