Async carries its own ExecutionContext that crosses threads.

Multi-threaded/parallel is a LOT easier now with the Task Parallel Library (TPL, https://learn.microsoft.com/en-us/dotnet/standard/parallel-p...) and System.Threading.Channels. Channels in particular are nice because it can fan out and then back in to one aggregator, removing the need for self managing synchronization primitives.

I usually default to channels first, TPL when I want threads.