Not really, autorouting is generally extremely bad. Especially for applications with such high performance criteria. On the plus side the work only has to be done once since later motherboards are mostly just iterations on a previous design.
The latest high-end PCB tools actually provide useful autorouting features, because they have figured out that if you combine human ability to solve the difficult pattern-recognition and planning problems, you can have a computer solve the details.
Routing 4094 signals sounds daunting, but it is a bit less daunting when you realize that a good fraction of them are power/ground (and route directly to planes), and the rest of them are mostly logically organized into buses/groups that can be routed together.
Yeah, a good portion of those pins will be wired directly to the power regulator components that are next to the socket, and a good chunk more break out neatly into channels for memory and PCI-e.
Seems like it's almost boring these days since everything's encapsulated in a layer of abstraction. A lot of the more complicated wiring is in breaking out PCI-e channels into things like ethernet, audio, and other miscellaneous ports that involve good chunks of analog circuitry.