Python, at least, uses actual OS-level threads. However, it also uses a global interpreter lock (GIL), so only one thread can execute Pyton code at a time.

But when writing Python modules in C, you have control over acquiring and releasing of the GIL, so before starting some long running operation, you give up the lock.

Node, AFAIK, uses several OS-level threads under the hood for disk I/O. And with PHP, a web server probably will run multiple threads for handling requests concurrently.

So the impact might not be as big as for performance-oriented code in C/C++, but it is not necessarily nil, either.