Some software (mostly games) attempts to hook things like CreateRemoteThread or abort when they get the dll load/thread start events, but you can always patch those detection hooks to not run before you start your thread
It's also why "anti-cheat drivers" have never gone away, they allow a greater level of control over what's done to your protected processes.
I'm not sure I am okay with that - there's only so much I'm willing to put up with to play some game - but I do understand why developers/producers would want such draconian solutions. In some game genres, cheating is rampant.