I’ve tested “Threshold Scalar Volume” module with your data set and it works as intended.
You might have though that thresholding binarizes the image, while it is not. It changes values below/above/outside the specified range and leaves other values unchanged. You see the “band” because you’ve created a labelmap volume for storing the output, which discretizes the output to integer values.
To get a binary volume, you can do it by running thresholding twice (once with “Negate threshold” disabled, then enabled) as shown below. However, you can binarize the image much more easily by using Segment Editor’s Threshold effect or Simple Filter module’s BinaryThresholdImageFilter.
Binarizing an image using Threshold Scalar Volume effect:
Step 1:
Step 2:

