bold of you to assume that ads won't just be disguised as regular posts (and therefore federate)
Edit: after reading the article I heavily suspect ads will federate. As is they are just specially marked posts so I see no reason to think they won't federate.
The example shown literally is a regular post simply marked "Sponsored" so it can be assumed that post would federate just like any other post. The only difference being the Sponsor marker likely being a Threads exclusive ActivityPub extension so unless other platforms implement that the post would show up as a regular post on e.g. Mastodon.
Them being in compliance with EU regulations while simultaneously blasting their ads into the Fediverse are not mutually exclusive. There are ways for them to do both. And to be fair here if the ads get federated they will likely be marked as such in some way so other Fediverse platforms should be able to filter the ads out easily.