MultiBar only works with threads

The only way to display multiple progress bars is to use threads, this requirement isn't documented, and when you use single threads, you get silent failures.

Look at the MultiBar implementation in the source code, likely in a file like `multibar.rs` or `lib.rs`. Understand how it currently relies on threading. Run the existing tests to see the silent failure behavior. The fix involves modifying the library to support a non-threaded mode or improving error messages, and ensuring the documentation is updated.

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