The issue it solves is programmer having trouble executing parallel code in their head, and when relationship became intricate (a computation graph) they just breakdown and write buggy software.

A scheduler is targeted at use cases. A preemptive scheduler optimize for latency and fairness and would apply for real-time (say live audio/video work or games) but for most other use cases you want to optimize for throughput.

With real thread you risk oversubscription or you risk not getting enough work hence the task abstractions and a runtime that multiplex and schedule all those tasks on OS threads. Explicit state data structure is the bane of multithreading, you want to avoid state, it creates contention point, requires synchronization primitives, is hard to test. The beauty of futures is that you create an implicit state machine without a state.