"what applications allow multithreading. My browser for example does, so I could get a better browsing experience by using a couple raspberry pis"*
No. A cluster is not equivalent to one big computer for any purpose. For starters, they can only share information over a network connection, which is orders of magnitude slower than the CPU communicates with RAM. So, a cluster of pis would be faster than a single Pi for performing some analysis of a large number of web pages at once, because each pi could analyze a page at a time and pool the results. But it would almost certainly cause your web browsing experience to become unbearable (unresponse, stuttering, etc)., not better, which is why no one in their right mind would try to implement that.
The relationship between "multi-threading" and "clustering" is not a simple one. Generally, interactive graphical applications use multi-threading so that the interface remains response while another thread is (eg.) loading stuff from the network. It can be used to improve performance speed wise, but there are limitations WRT when this is true and when it isn't.
If your question is, what would a cluster of pis be faster for than a single pi, there will be lots of answers like that, but the answer is not anything and everything.
"why don't more people use them?"
They are mostly (perhaps, pretty much only) used for educational purposes. It is a cheap way for people to learn about clustering hands on. But this is because they are cheap, period, for a single system that can run a normal OS with standard network and peripheral interfaces. It is not because they are economical pound for pound, by which I mean $1000 worth of Pis clustered will not be better than a $1000 x86-64 system -- it is very much the other way around, which is why no one sells pi clusters for cutting edge gaming, etc. There may be some tasks for which this is not true but they would be very unusual especially in the context of conventional end user purposes.