I can't imagine, the slicer would eliminate a small feature like a thread. Maybe it's your printer who's not able to follow?
You can check the slicer result in the preview or layer-view if it's there or not.
IMHO a small thread isn't worth printing. ( the inner radius of a hole is always smaller than the drawing, a printed thread would be too tight anyway)
It works better to cut the thread afterwards.
The slicer could eliminate a feature like that primarily in two cases... If the feature is too small to be printed at a given nozzle diameter/layer height or if the STL is non-manifold, which Slic3r doesn't always do a particularly graceful job of repairing.