Of course you need threads even with async. When you code blocks for CPU reasons, like handling a heavy HTTP request with lots of calculations, you don't want to stop serving other requests.
It depends. If the calculation can be split into nice chunks you can throw in some gevent.sleep(0) to prevent them from hogging the process. We use python for handling web requests, anything heavy tends to be handed off to another process. It's rare for us but yeah, sometimes you need threads.
