Well, any interactive program benefits immensely from multi-threading - at the very least, you need 1 UI thread and 1 background thread. This can be achieved with asynchronous workflows, but it's siginifcantly more complicated compared to spawning a thread to address a user action.

Similarly, wanting to spin a thread to do some background work or periodically check some property is an extremely common pattern, that has nothing to do with performance, and where spawning a new process is significantly more overhead, both conceptually and in terms of used resources.