1: Cores != Threads
2: On Windows, the highest priority feasible thread always runs. Foreground applications get a priority boost as of Vista/7, and threads that are waiting have their priority boosted over time. But user threads are the lowest IRQ level, and just about any OS task will preempt them.
On a single core processor, if you move your mouse, guess what? Your game stops running, the thread that handles reading mouse input is run, processed, and then your game thread is continued from where it left off. This is done very, very fast, so you don't notice that your application stops every single time you move the mouse.
On a multiple-core processor, its more likely another core (one that isn't running your applications main thread) will handle reading the mouse input, but the same concept remains: The highest priority threads ALWAYS run.
3: Games don't tend to scale well because a lot of their processing is SERIAL, not parallel.
Example: in a FPS, an enemy is 10m in front of you, looking in your direction. Does he see you? Depends if there is a physical object blocking Line of Sight. So you can't process the AI engine until AFTER the geometry matrix has been created.
Another example: The AI engine responds to audio cues (gunshot, etc), so you can't process AI until AFTER you process the audio engine.
Another example: An audio engine that handles sound propagation will require both the Geometry matrix be created AND input from the physics engine in order to accurately handle processing audio. So audio must be processed AFTER the geometry is created and at some point during the physics engine.
And so on and so on.
Games are an example of Amdahl's law:
http://en.wikipedia.org/wiki/Amdahl%27s_law
If 20% of the program is parallel, your maximum speedup due to adding more processing resources (cores) is 20%, no matter how many cores you add. So new consoles won't magically cause programmers to start coding to use more cores (which they don't do anyway; core loading is the domain of the OS's scheduler). [Ironically, it appears the WiiU only has a tri-core ~730MHz PPC 7xx CPU. So much for that argument...]