Parallelism aka CPU-bound tasks are limited by the number of cores you have. Concurrency aka IO-bound tasks are not, because they're usually not all runnable at once. It can be faster to go concurrent even on a single core because you can overlap IOs, but it'll use more memory and other resources.
Also, "going faster" isn't always a good thing. If you're a low priority system task, you don't want to consume all the system resources because the user's apps might need them. Or the the user doesn't want the fans to turn on, or it's a passive cooled system that shouldn't get too hot, etc.
And for both of them, it not only makes it easier to write bugs in unsafe languages, but in safe languages you can easily accidentally make things slower instead of faster just because it's complicated.