Sengoku had some multithreading. HOI3 beginning from FTM and V2 from AHD.
I think this really should be left for the developers themselves. They know if they want and where to apply multithreading. It's not a magical performance boost switch after all.
We should concentrate on complaining about general performance whenever it's needed.
V2 vanilla was agonizingly slow later on (and when rearranging large stacks). AHD soothed that ache. Probably not only due to inclusion of multithreading.
Since MT has already been introduced into Clausewitz, it's quite safe to assume that further developed 2.5 (EU IV) will include as much or more of it.
+1.
Best post I've read on the topic.