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Files and sandpaper. It appears that the ender 3 isn't able to print the overhangs on the threading accurately without supports. Note that I'm using a different printer, and the settings I have listed are for my printer. If I were you, I would experiment with supports, and know that cleanup will take a while to get the threads right. Maybe try re-orienting the model in a way that you know is good for your printer. As I prototyped this, I had this exact same threading issue described by many people, but it was never anything I couldn't overcome by just being patient with it, sanding it down, and working the threads (moving back and forth rapidly). I haven't had this issue for my last several prints of this model, so depending on your printer and your filament, you might just have to work at it.