Updates are currently disallowed on GET requests. To allow updates on a GET, set the ‘AllowUnsafeUpdates’ property on SPWeb.

I searched on google and found the solution.
You need to update webapplication throttle setting through powershell command

$w = get-spwebapplication http://mysite:2015
$w.HttpThrottleSettings
$w.Update()

List Threshold setting page should open now.