To abuse the fast food analogy where employees are threads, starting a new thread also involves going through HR paperwork before the new thread can do their task. (You really want the task to be more than making a single burger for customer #42 before retiring too)
Your quad-core restaurant requires a bit of time for one employee to save all their tools away before someone else can change context and use one of the four stations.
And once you run out of physical ram/floor space for threads to stand in, then you've got to use a bus to swap employees in and out which is horrifyingly slow.
