Threads and comments are not connected to assemblies at the moment.
If you create a thread on an assembly in a scene then publish an updated scene without that assembly, the marker, thread and any associated comments will remain.
This is also the case if the object is hidden - going to comments mode will show the marker in the scene.
This is most noticeable in sparse scenes when markers look like they are not attached to anything and the thread has the name of an assembly.