No, it's certainly not an advantage in every case, because that's all you can use. It's not always the best tool for the job. Under the JVM, you have a massive amount of library support for multithreading and concurrency. You have things available like Futures, STM (Software transaction model), Actor Model (Akka), parallel collections, etc... Not to mention taking advantage of immutability, which can simplify concurrency a lot in some cases.

It's not a one-size-fits-all type of game here. So having one choice will essentially lock you into what you can do with it.

I also wouldn't say a Future, which is a Monad, a leaky abstraction. You don't really need to understand monads to use them, in fact, a lot of people use what are monads all the time, without knowing it.