If your machine does not have multiple processors, then all your threads will be sharing the time on the same processor, so there is no advantage. But, by using multiple threads, you incur the overhead of the threading support itself, so a net loss in throughput.

However, even if you have multiple processors, if your files all reside on the same drive, then by using multiple threads, you are causing the read heads to jump around all over the disk in order to try and supply the separate threads with data, and you are again incurring overhead not present with the single-threaded process.

The only way you will see benefit from threading this kind of IO-bound processing, is if you have multiple processors, and can arrange for files being read and/or written to reside on different, local disks. And note: different physical drives, not different logical partitions of the same drive. Even then, the spitting of the system filecache between different concurrent files is likely to hit the throughput more than any gains you might achieve.