I think the data you are looking for is in the mbean named jboss.system:type=ServerInfo, attribute named ActiveThreadCount. You can view this data online via the jmx-console. Or you can use twiddle (http://docs.jboss.org/jbossas/jboss4guide/r5/html/ch2.chapter.html#d0e3901) to access the data as follows:
>twiddle get "jboss.system:type=ServerInfo" ActiveThreadCount ActiveThreadCount=57
While there is no "switch" that you can flip within the app server to get this data printed to a file, you can easily write a script to periodically call twiddle and output the results to a file, or you can even write Java code to lookup the mbean value.
I succeed to create a script that write exactly the same informations as Weblogic.