"With most web architectures, your state is outside the process (RDBMS, NoSQL, filesystem, whatever persistent store you're using)."

I submit the fact that is nearly 100% is effect, not cause. If web technologies weren't so bad at handling multiple cores, you'd be more likely to move your web apps up to where ever the "real" computation is taking place, so as to remove a link in the chain. But since that is almost entirely not an option, nobody does it. It doesn't prove it's the "right" way to do it if it's the only way to do it right now.

Using Erlang and Haskell tech, I've actually had some great fun writing applications that are heavily multithreaded and happen to include a web server too, built in. It isn't the solution to every problem, but damn it's fun and nice not to spend so much time marshalling things over a database gap for what is basically no reason. The database goes back to just being persistence and querying, instead of communication as well.