It is possible that it is a non-threaded barrel. We did a limited run of both CA & NY legal style PKs a while back. Eventually, as always, CA & NY both closed the loopholes that allowed those configurations to be ok for sale/possession, so we reverted the inventory we had to normal PK configurations. There is a possibility that we left those with the non-threaded barrels in lieu of having them available at the time or something.
PM me your serial number and I'll look at the guns history. The NY guns were light weights, meaning that the interior of the receiver cannot accept a standard PK threaded BBL. GSG no longer makes light weight PK style guns (cause of NY) so a threaded BBL wouldn't be available for it. If its a standard weight metal receiver, I should be able to swap you a threaded BBL.
Let me know.