In my particular state in the USA... the legal minimum tread depth is 3/32" which means a) if you're getting an inspection sticker you will fail b) if you are stopped for a ticket and they decide to measure it your car will be towed. c) if you get into an accident and they figure out that it is below that you will not be covered.
Other than the mentioned safety concerns.. you can do whatever you want. Manufacturers make the wear bar at 2/32" because that would literally be what they deem that you need to change them.
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