From Thrifty:

My new response to people saying Mikrotik BGP being single threaded is causing them performance issues:
A few points:
1) Control Plane ≠ Forwarding Plane
While the processing of routing updates happens in a single thread, packet forwarding (the actual movement of your packets) is already multi-core capable.

2) BGP is single threaded on Cisco IOS, IOS-XE and IOS-XR as well as on Juniper JunOS and Nokia SRos
The processing of routing updates, and in particular the application of route-filters needs to happen in a "run to completion" matter. That means that running it across multiple threads will result in unpredictable results. This is why you cant just "make BGP multi-threaded". What can be done is to split each protocol to a separate process with a central "conductor" process, this is what Quagga/FRR do with the zebrad process, and what JunOS does with RPD.