Pretty late to be asking this question don't you think? This would have been much more relevant when dual core CPUs were first introduced over 15 years ago. Many new games can utilize four or more.
EDIT: A better question would be "How many/which games utilize multithreading?" A dual core CPU is just 2 cores on one CPU die. Before multicore CPUs and SMT/Hyperthreading, you had to use a motherboard with 2 CPU sockets and 2 CPUs. Also, single core CPUs can run multithreaded applications and games; they just tend to run worse.
It's been a long time since games or emulators have had a need to worry about multithreading. Any more or less modern API that does not use software rendering is optimized for multithreading (OpenGL, Vulkan, DirectX, Metal, OpenCL, CUDA, etc).
Of course, there are some exceptions to the rule, but most have a very specific justification. Look at angrylion's RDP Plus for example, it uses multithreaded rendering LLE in software (CPU / OpenGL 3.3). Then see what ParaLLEl-RDP does, pretty much the same logic moved to GPGPU (GPU / Vulkan 1.1). Without angrylion's RDP Plus / rsp-cxd4 (base for ParaLLEl-RSP), it would probably have been many more years to see a GPU implementation.