The issue appears to be due to the behavior of threads in 0.6. I’ve had a similar problem (see Multithreading performance regressions in 0.6?). You can solve this by wrapping the threaded loop in its own function and calling that. Doing that I get dx! to be about twice as fast as dx.
Also you should run each function once before timing it or you will include the compilation time that only occurs on the first run.