How is having a computer doing 2 things at once not more complicated than having it do 1? Furthermore figuring out the failure modes generally involves figuring out sequences of different threads hitting specific interactions.
Threads are useful in figuring out how to use the maximum CPU power you can, and for solving latency issues. Threads are sometimes the simplest way of coming up with a solution that does what you want and addresses those issues. In those cases it is appropriate to use threads.
But even in those situations the presence of threads is a complication in the code, and many (probably most) programmers are poorly equipped to properly deal with them. So I'm never going to suggest a multi-threaded solution unless there is a specific reason to think that they address a real problem which you have.
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