To add to what everyone else said, if you need transactional semantics, its much simpler in multiple threads. With multiple processes (local or remote), you can't simply share an atomic data structure or a lock, you have to use a distributed lock or consensus algorithm, which are more complex and usually quite "chatty". If memory or network bandwidth are constrained, it may be especially desirable to eliminate this, but even if not, fast locking/transactions may be desirable regardless.

If you're using multiple processes for CPU-bound performance, why not squeeze as much as you can out of each CPU?