Unfortunately I think the answer is that you're not doing anything wrong. This is caused by a bug in our compiler, though coincidentally it's a bug that I just fixed. This will work correctly in the 2.2 Update 1 version of the product.
As a work-around, try adding a variable of type System.IntPtr, and coding as follows:
01 THREAD-StatusBar-Routine USAGE IS THREAD-POINTER.
01 IntPtr type System.IntPtr.
*>CALL "CBL_THREAD_KILL" USING BY VALUE THREAD-StatusBar-Routine
set IntPtr to Thread-StatusBar-Routine as type System.IntPtr
CALL "CBL_THREAD_KILL" USING BY VALUE IntPtr