I recall that Stardock said they won't add in multicore support due to the difficulty and lack of audience. Other games don't have the option either, but I have found that I can sometimes work around it.
For example, I played UT2004 a ton back in the day. As time went on, I tried more demanding and crazy mods, and crank the settings WAY up. Some of the mods had massive amounts of monsters and chaos going on. After starting it up again, I got an idea to use both parts of my dual core. I started a dedicated server using the high settings. I then started up a new game and connected to the dedicated server. It took some trickery but it worked! While the game didn't work TWO cores better, there was a noticable improvement in playing on the high settings.
I'm curious, is it possible to do a similar thing for SoaSE? For example, I run all the demanding stuff like AIs and combat mechanics on a dedicated server, and then play a reduced load game on a dedicated client? Even if it's not possible at the moment, is there enough extra load on the game host over the connecting players, that such an option would be worthwhile?