After owning and making some threaded axle fixed axles, I prefer solid ones that can’t come apart.
It is far easier to make a smooth spinning and wobble free fixed axle yoyo when the axle is stuck in firmly. As soon as you add the element of tapping and dieing the halves and axle, you add inaccuracies to them. The same goes for fixing metal nuts into the body and using a metal axle with sleeve. It’s already difficult making a smooth spinning fixed axle without adding in more inaccuracies.
They also take longer to make, bumping up the price per unit.
I have found there is no substitute for an accurately turned axle fitted snuggly into accurate holes.
The only real downsides are that the yoyo can’t be taken apart. This presents less of a problem that perceived, though. It’s usually pretty easy to pick out string knots, which happen much less frequently with experience.
People also like to tune the gap, but I don’t care much for that.
Anyway, I will probably continue to prototype threaded designs, but so far, I’m not happy with the accuracy.