That's wrong. You might have been thinking about interpreted languages which use a Global Interpreter Lock (GIL), like CPython, which results in them not being able to utilize multiple CPU cores when using threads, but that's a limitation of such languages and doesn't apply to C++.
And as a side note: Even in languages which use a GIL, multiple threads can be faster than multiple processes, depending on the kind of work to be parallelized. Check out for example the commit linked below, where I speed up validation of entities. I compared using multiple threads vs. multiple processes, but as more time is spent loading data from disk than doing actual CPU heavy computation, using multiple threads instead of using multiple processes was significantly faster, thanks to threads having a much lower overhead than processes.
https://gitea.wildfiregames.com/0ad/0ad/commit/e755ef715565409b93cecdb2d84b5098a518fef6