Actually that's totally wrong. Well, EU4 wont truly be multithreaded - you're absolutely right - but about multithreading in general you're way off.
There's a problem in computer science right now that isn't going to go away any time soon. The properties of microchips (specifically the interaction between impedance and frequency) tell us that multithreaded is the only way to go forward without a radical change to the way computers work. Unfortunately, the object oriented programing paradigm - the most holy sacred cow in computing - is horrendously implemented for multithreaded applications in all major languages. Because every major company is really only using C-family or derivatives (Java), that's all that's being taught and all that will be taught (I don't even know if there's a language designed for DDD). This woozy of a combo gets magnified by the fact that every class on CS will hammer into you that OOP is the only possible means of organizing your data and anything else is stupid and wasteful. This leads to the conclusion that "multithreaded is buggy and hard" which reinforces the single-threaded mindset in a nasty negative feedback system. Without derailing the thread, I suggest you look up what's called "data oriented design" or "data driven design" - there's lots of awesome youtube videos on the concept and implementation. A game like EU4, with so many concurrent tasks that can be run in parrallel, would be perfect for it. Well, EU5 anyway - because rewritting EU4 to be data oriented would be like rewriting the Encyclopedia Britanica in encrypted polish.
In answer to the OP, I believe EU4 has extremely limited multithreaded support. Because the vast majority of the workload is run on one core, it will undoubtedly run better on a system specialized in individual core strength (most intel chips, older/lower-core AMD chips) and upgrading your CPU can actually be detrimental (newer CPUs often sacrifice individual core speed to gain extra cores or faster inter-core operations). I could be wrong, though, and it might just be one core.