Creating a thread is already very expensive, in a sane program your ten TLS constructors shouldn't come even close to the amount of bookkeeping that the kernel has to do to spin up a new thread.

Also creating a thread, doing little work and exiting immediately is a bad use of threads -- I don't think that everyone using thread_local should be punished to better support poorly written programs. Most threads are long-running and most programs spin up a bunch of worker threads at initialization time, I'd argue variable access time is way more important than thread startup time.