I made an RTS in C++ a while ago and was able to build paths for many units per frame on a fairly large map. And even if I couldn't, there's many optimizations I would have considered before threading, like only building a partial path based on portals. Or building a "bad" path and simplifying it on future frames.
Here's a great A* references with a bunch of helpful tricks: http://theory.stanford.edu/~amitp/GameProgramming/