This has been true for years, Intel CPU's can't efficiently perform math operations when hyperthreading is involved. Generally there is only a single shared FPU/AVX/SSE unit doing the math over two hyperthreads. Since the Eigen implementation often can keep that unit 100% busy, it makes no sense to try and run two threads at full tilt through the units.

I tested all this very heavily before Eigen had AVX-512 support. In that environment there might be some differences and I would suggest you benchmark both configurations.