This works out assuming that file copying is CPU bound. Traditionally this hasn't been the case but maybe things have changed with widespread fast SSDs and usage of disk crypto.

Traditionally the reason to use threads in small-requests i/o is to get multiple outstanding requests in flight in the hardware io stack which some hardware can use to get you more IOPS throughput. (They might end up hitting different disks in RAID, or taking advantage SSD internal parallelism, or whatever tricks spinning disks use to get more throughput with TCQ)

(Re your MacOS remark, Linux has support for copy-on-write file copies as well, see reflink and FICLONE / copy_file_range)