Correct, Flux does not itself support multi-CPU parallelism (yet). However, because it uses OpenBLAS for its BLAS operations (like the rest of Julia), and because OpenBLAS does do multithreading sometimes, then you sometimes see multiple CPUs getting used. Whether all 12 of them will get used is up to what BLAS routines are called, and what OpenBLAS thinks is efficient (sometimes adding more CPUs might not help compute something faster, or can even slow things down).
So the bottom line is that you shouldn’t always expect Flux to use 100% of all your available CPUs; for that to be the case requires the right set of circumstances and the “right” calls into BLAS.