The thread count in these graphs is typically on the client side -- it's the number of concurrent client threads (connections) coming from the benchmark. So with more client threads than CPU cores/HT threads, the benchmark can show the results of increasing the amount of CPU contention/saturation.
On the server side, MySQL defaults to using a model of 1 thread per connection, plus various additional background threads for I/O, listening for new conns, replication, signal handling, purging old row versions, etc. Most of these are configurable, but it's not as simple as "running the MySQL server with N threads". Basically, if the benchmark is using N threads on the client side, then you can assume the server actually has N + M threads, as the server-side thread count is dynamic based on the workload.