Jonah explains the importance of understanding the relationship between VO2 max and various thresholds to tailor training effectively. He emphasizes that a high VO2 max alone doesn't guarantee elite performance, as seen with Kipchoge. By analyzing the proximity of the anaerobic threshold to VO2 max, athletes can identify specific areas for improvement, whether that means boosting VO2 max or elevating the anaerobic threshold through targeted workouts.