I put a threaded barrel on my Pre B CZ85 (no standard barrels in stock when I wanted one either, though they did show up a couple weeks later). I don't really notice the thread protector sticking out there.
On the plus side, if you decided some day that you'd like to have a compensator installed then already having the threaded barrel installed makes it much cheaper/simpler.
A lot of people are finding out the compensator, with the right ammo, makes a difference in how far up the sights move on every shot, making the next shot quicker and closer to the first shot.