Typically compression algorithms cannot make use of parallel tasks, it is not easy to make the algorithms highly parallelizeable. In your examples, TAR is not a compression algorithm, and the only algorithm that might be highly parallelizeable is BZIP because it is a block compression algorithm. Each block can be compressed separately, but this would require lots and lots of memory. LZMA does not work in parallel either, when you see 7zip using multiple threads this is because 7zip splits the data stream into 2 different streams that each are compressed with LZMA in a separate thread, so the compression algorithm itself is not paralllel. This splitting only works when the data permits this.
