I tried it just now on a character that I only made to level with friends.
That mage was given the choice for threads.
An issue with threads was that if you did even one quest, even the intro quest on azeroth and did not choose the skip option, you could not do threads. You had to choose to skip everything. You also seem to have to have a character at max level to get it. If you did any leveling in it, you could not get the option.
As a side note, as far as I can tell, the reason they deny you doing threads before hitting max level is they didnt balance any of the threads content. Torghast is extremely hard now at lower levels.