It's more complicated than that. Specifically having a mix of any CPU and I/O bound threads doesn't play out as nicely:

See this:

http://dabeaz.blogspot.com/2010/02/revisiting-thread-priorit...

Or even better for a demo watch David Beazley's Pycon 2015 video (It is an awesome video even if you don't care about the GIL or socket programming).