Honestly, redis makes pretty sane tradeoffs, it's not worth the added complexity to add multi-threading as it would almost certainly slow it down while it does locking, and redis isn't typically CPU bound (except potentially the LUA stuff, but that's up to the user), so being multi-threaded doesn't really help much.
If you need multi-threading, there are other solutions, but of course they are slower w.r.t latency and throughput, since that's the trade-off.