The Chez Scheme configure script doesn't currently try to figure out flags for platforms that are not specifically supported. For Linux with threads, you'd probably need to supply CFLAGS="-O2 -pthread" and LIBS="-lm", at least.
If you run the Racket configure script, it's more likely to figure out these flags and propagate them to the Chez Scheme build. But I understand that building Racket with an automatic Chez Scheme build is not what you're trying to do.