Just to clarify, mrthreshold creates a mask that you can use to on the fixel value image or in fixel-specfic commands such as fixelcrop. The mrcalc command I provided multiplies the values associated with each fixel with the mask values, no fixels are removed (mrinfo -size stays constant). As Rob hinted at, this might be desirable if you do not want to change the associated direction and index files. If you actually want to remove fixels them, have a look at fixelcrop which will generate a new fixel directory with cropped fixel value, direction and index files.
As to why the mask is not applied: I suspect your fixel_thresholded.mif was not produced with the command you posted.
You can check the command used with mrinfo fixel_thresholded.mif -property command_history
This should work to set the fixel values below the threshold value to zero:
mrcalc fixelmask_non_bin.mif fixelmask.mif -mult fixel_thresholded2.mif