Hi, I would consider this as a bug or enchancement cause it's real annoying and messes up the STEP files sent to the machine shops.
Because of how threads will resize the hole in F360, it also changes the depths. Here's an example.
1. Dia 4.00 with Depth 8.00

2. M4 thread is added

3. Hole Depth after thread is added

Having the diameter change is not an issue as the drill hole diameter for an M4x0.7 tap is dia 3.30, however the hole depth shouldn't change. Depth of 8.00mm should stay as 8.00mm regardless what screw thread the user end up choosing. Right now I have to always re-edit the hole after adding threads to make sure the machine shop doesn't ask me why do I have such odd hole depths.
Hope this will be fixed ASAP.