I am not sure either, but I have experienced problems with multi-threading and random number generators before, and I have seen this arising repeatedly here. I think the problem can be associated with the fact that if one wants to generate a single sequence of random numbers, all threads will be accessing the same seed sequentially, thus there is a problem there if the generation of the random numbers is a limiting step. Anyway, I am not sure when this actually applies, and when it does not.
Here is one post which I could find referring to this kind of problem: