How can I restrict changing the max nested comment levels option to super admins?

There is only one hook for threaded comments depth – thread_comments_depth_max and it sets max value for depth ( default is 10 ), you can use this filter and set max depth fox non-Super Admins number that you want.

if ( ! current_user_can( 'manage_network' ) ) {
   mamaduka_thread_comments_depth_max( $maxdeep ){
       return 5; // or any number you want
   }
   add_filter( 'thread_comments_depth_max', 'mamaduka_thread_comments_depth_max' );