Due to security concerns with SharedArrayBuffer due to various exploits, the use of multiple threads for the Web platform has multiple drawbacks, including requiring specific server-side headers and complete cross-origin isolation (meaning no ads, nor third-party integrations on the website hosting your game).
Since Godot 4.3, Godot supports exporting your game on a single thread, which solves this issue. While it has some drawbacks on its own (it cannot use threads, and is not as performant as the multi-threaded export), it doesn't require as much overhead to install. It is also more compatible overall with stores like itch.io or Web publishers like Poki or CrazyGames. The single-threaded export works very well on macOS and iOS too, where it always had compatibility issues with multiple threads exports.
For these reasons, it is the preferred and now default way to export your games on the Web.
For more information, see this blog post about single-threaded Web export.