This is actually very common. And it's not just from the pedal threads, but it can also happen inside the pedal axle- where their are little bearings.
If you take the pedal apart and clean/lube those bearings, the ticking will disappear as well. My issue was with the bearings- and the symptoms included a feeling of the clik snapping on the balls of my feet, as though someone was snapping their fingers against the ball of my one foot with each pedal stroke. Incredibly annoying! What a relief when we figured it out and fixed it.