The shape and properties of closed loops depend on various topological factors. One of them is loop-threading, which is present in complex lasso proteins. In this work, we analyze the probability of loop-threading by the tail and its influence on the shape of the loop measured by the radius of gyration, distention, asphericity, and prolateness. In particular, we show that the probability of a trivial lasso for phantom polymer is non-zero even for an infinite structure, as well as that the threading flattens the loop by restricting its motion in one dimension. These results are further used to show that there are fewer non-trivial protein lassos than expected and select potentially functional complex lasso proteins.