That's not true. Scylla does multi-threading. Scylla is a single process, single address space. It does pin the threads to individual hyper threads but there are additional other workers in the background as well.
Native multi-threading is used when you have functionality that already works on threads and you don't want to port it.
Multi-thread is not used in the hot path.
A single data-part/shard is served by a single thread.