I'm not sure it is fair to say "Generally". Sometimes, you maybe don't want to multithread it. When I've used it, multithreading was still useful, despite downclocks, by huge margins.

And on AMD cpus, the downclock issue doesn't exist near as badly.

If you're doing a scientific workload where you need to process all your vectors before moving on to the next part of the simulation, you're still better off multithreading your vectorized operations even with the throttling.