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Check out the answer from @KevinP in this post. He explains the whys and wherefores about the multi-threading strategy in Alteryx. The post is from 2016 but I think the concepts are still valid. tl:dr The Alteryx engine multi-threads where it makes sense to.
I would have loved an option to force it to multi-threading and give the user the chance to decide it.
I have requested access to the Beta on my Partner Account over two month ago, no sign yet. I would love to test it. Especially with my QM background and all the bugs I already found in the 2020.1 it would haven been a good addition, but I guess I have to wait.