OpenBSD supports multiple cores fine as far as userland goes. If you have 8 cores and start 20 userland processes, they'll be scheduled on all 8 cores. But yes, the kernel itself is not as fine-grain multithreaded as some others. Whether that matters depends on whether waiting on the kernel turns out to be a bottleneck for your workload.
It might be ok for compute-only tasks that spread calculations over threads or processes in userland, but anything involving input/outpout (e.g. networking) will block.