Sage X3 on Multicore VM

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Dear Experts, we have a strange problem. Sage X3 is allocating only one core for tasks launched from each of the terminals. The system is running in a VM with a 4x4 (4 Physical each with 4 logical cores) configuration. But while creating a big report, only one Core is taking the load. This is also the reason that it is taking 30-45 seconds to generate one such report. We tried from two terminals, and two cores take the load.

We have checked SQL, VM Config, and found no problem.

Question 1. Is this normal? I mean, if the report generation process is taking 30-45 seconds in one core, why can not it use more cores and finish fast?

Question 2. Is it related to something else? What could it be? I am stuck, please help.