Now this is IO concurrency but it is real concurrency. Adding CPU concurrency would be very nice. It might speed things up a bit, or it might not. It really depends.
As an example consider haproxy. The little proxy that could. It handles large amounts of concurrent connection in parallel and it is single threaded in its default configuration. I've heard of 100k connections. It deals with IO concurrency. Chances are, making it multi-threaded might not dramatically improve its performance (it might even slow it down).