multi-thread speed up

Hi @ekolve @Lucaweihs @mattdeitke @everyone,

I'm doing RL, and was trying to create multiple sim envs at the same time and speed up for rollouts collection with multi-threads. But I found out even I tried with 8 threads, the rollouts collection is **still not speeding up too much** compared to only using one sim env.

I can confirm the multi-threads creation and use are correct. Does anyone have experience with this? about using multi-envs for more efficient rollouts collection?

Thank you!