I would say multi-threading is generally used to:
- Allow data processing in the background while a GUI remains responsive
- Split very big data analysis onto multiple processing units so that you can get your results quicker.
- When you're receiving data from some hardware and need something to continuously add it to a buffer while some other element decides what to do with it (write to disk, display on a GUI etc.).
So if you're not solving one of those issues, it's unlikely that adding threads will make your life easier. In fact it'll almost certainly make it harder because as others have mentioned; debugging mutithreaded applications is considerably more work than a single threaded solution.
Security might be a reason to avoid using multiple threads (over multiple processes). See Google chrome for an example of multi-process safety features.
