You can’t make MIDI Thru by connecting them directly in parallel to MIDI In ports… The MIDI hardware is a current loop - when connecting MIDI Out to a MIDI In, current goes from the MIDI Out, through the optocoupler connected to MIDI In, then back to the MIDI Out. Splitting this would result in less current going through each MIDI In, which might not be enough to drive the optocoupler properly.
It works, but it will only work for one MIDI Thru port, maybe two, I don’t know… the “right” way is to use buffers (see the schmitt trigger inverters in the schematic - two of them invert the optocoupler output twice, so it’s the same, but “buffered”).