The first stable version of xz with threading was 5.2.0, released in December 2014. A lot of people are running older packages, or were until recently, and habitually use pixz instead.
Current versions of Debian and Ubuntu ship 5.1.1 fwiw, so it's still quite a large number of people. In fact 5.2.0 doesn't even seem to be in Debian unstable yet. Not 100% sure why, but browsing through the wishlist bug open for years [1], it seems to be due to an unfortunately common reason: even widely used open-source software sometimes has surprisingly few maintainers, in this case seemingly one person, who was maintaining the xz package for years but got busy with other things, and nobody else has picked it up. The good-ish news is that the 5.1.x version now seems to be growing old enough that it's starting to block other packages' upgrades (because their upstream now assumes a newer version), which will probably cause enough other Debian maintainers to notice for the situation to be sorted out. Though I did of course use passive voice in that last sentence, as I wait for "the situation to be sorted out".
