Why am I not able to create Jira issues from the app?
In order to enable the feature to create Jira issues pre-filled with the dependency check context in your build summary, you need to:
add Jira issue keys to your commit messages and
integrate Bamboo with a Jira application
The create Jira issue action is available when there is at least one vulnerability reported.
What is the command line argument to set the threshold for the CVSS score?
You can refer to the Dependency Check documentation that includes all of the available arguments.