I know that, except most web application servers spend most of their time in I/O - socket, database, etc. Threads are not hard: wanton abuse of shared state and concurrent modification of the shared state is hard to get right; tread a threaded app like a message-passing app and you have a much simpler life.

I'm intimately familiar with the limitations of python threads - and right now I'm the maintainer of the multiprocessing module, which is the process-based "reply" to the stdlib threading module.