That said multiple threads are not multiple processes:
Using multiple threads means you get a single set of globals, and if any of them are contended you get a pile of sadness.
Similarly, tearing down threads is not necessarily sufficient to release all resources a library may have consumed because again: globals.
Related to globals: I’m not sure how heavily TLS is restricted on windows, but I recall various arbitrary limits being annoying on windows back when I did dev work, and I recall some annoying stuff with TLS — but that was back in the days of needing to support XP, so maybe it’s less of an issue these days?
You also get security advantages by pushing things into multiple processes that you don’t get from multiple threads, though I don’t really think that that’s an issue in this particular context.