As best I can understand, and looking at the Mach4 Lathe GCode Programming manual (in the Mach4Hobby\Docs directory), page 21 and the example GCode on page 22, the actual threading operation (G32) just cuts the thread. The "pull out" is, in the example, the "G0 X0.3" and "Z0.1" lines after the G32. When the G32 move is taking place, the device (SmartBOB in this case) slaves the Z axis speed (i.e. feed rate) and any X axis motion to the actual measured spindle speed. When the G32 motion ends, that slaving also ends. The "pull-out" is a normal linear move, or whatever GCode you give it. The example code's "G0 x0.3 Z0.1" should cut a tapered thread because the spindle is still moving, but this motion will not be synchronized to the actual spindle speed, so it won't exactly match the pitch of the G32-cut thread.