But without multithreading, you can use 1/4th or 1/8th of the computation power available on your average consumer device.
What kind of issues are you thinking about? Multithreading is not easy but your typical race conditions and multi threaded problems aren't really opening doors to any new security exploits.
Browsers and WASM have quite decent sandboxing to mitigate security issues. There's WebWorkers already which brings a limited form of threads to the browser.
I'm not seeing a problem with multiple threads in a browser.