Edit: Okay, I understand my assumption was wrong. Thanks
Doesn't docker run a container in a single thread? So this would be running the entire MacOS in a single thread? Is there a way to tell Docker to execute this in multiple threads?
No, that isn't how containers work. Containers run processes, as many as you want, each which can use as many threads as they (up to ulimits). Most hypervisors will allocate 1 thread per virtual CPU core by default, and since this is using qemu with KVM then that's likely the case.
Looking at the Dockerfile in the OP, you can see it's using https://github.com/kholia/OSX-KVM/blob/master/OpenCore-Boot.... as the script to start the VM, and you can see the -smp 4,cores=2 in the qemu arguments which configures how many threads/cores/sockets to assign to the guest. Though I'm not entirely familiar with the syntax so I'm not sure what the "4" is for, but I'd guess threads.
It only works on Macs, it needs the toolchain and ROM I guess? Docker is just one step closer to porting it on the Windows and Linux platforms.
Personally, if I wanted to run MacOSX that badly, I'd buy a Mac Mini or the lowest-priced Mac they have. Much easier and worth it for the AppleCare and Warranty.
Edit: grammar and spelling.