Inconel is a soft but tough metal to machine, it tends to weld onto the edge of carbide inserts and end mills and then when the build up flakes off, it takes a little bit of the edge of the insert off with it, the insert appears to become dull very quickly but its actually broken or chipped and then generates a lot of heat making things even worse.
You don't say what type of machine or CNC control. Try coming into the thread on a 30 degree infeed instead of straight in. That is every pass should come down one side of the thread not straight down the middle, this makes more of a ribbon chip and eases the tool tip pressure. Fanuc controllers are able to do this in the G76 canned cycle (A code?).
The other thing is you should be using a C2 (cast iron) grade of carbide, it should be the softest and most shock resistant carbide that you can find, coatings help, cobalt M42 hss actually works better than carbide but they don't make threading inserts in hss. Use plenty of cutting oil instead of a water soluble coolant to increase lubricity and reduce chip welding.
That's all I've got, I hope it helps you...