Every application you run has at least one thread or how did you think the main function is run? You won't be able to run multiple applications without multi-tasking.
>how did it really change things for GUIs.
GUI applications are usually single threaded. This means if you run anything blocking in that thread the entire application will freeze. The GUI thread can still continue if you run your blocking task in a worker thread.
The OS sheduler will take care of your threads even if you have only a single core to make sure everything remains responsive. (yes they were clearly talking about websites for mobile devices /sarcasm)
The only advantage of parallelism compared to concurrency is more performance.