We gave an electronic music concert (based on Max) at the week end.
I was told that Max 6 supports multiple processors. That is very much worth the upgrade since I have ideas for Max which go up to 88% CPU load!
The way Max 6 expands on multithreading is that each top level patcher can be run on its own thread and thus you can balance the load across processors. This is dramatically different that using poly~, and offers a lot more flexibility.
The DSP status window hasn't changed, but you can see the difference using something like Apple's Activity Monitor.