nelje05 and took a look at the process in question, and the short answer is that an agent can act mutli-threaded when "require exclusive execution" is unchecked for server type.
That said, at first glance, it looks like your process of four simultaneous flows still executes one at a time, but upon inspecting the process more closely, we came to two conclusions:
(1) At least two flows are moving simultaneously, but at different speeds due only to the speed of the server they're running on (we have a screenshot if you need to see what I'm talking about).
(2) It looks like there is a limit to how many artifacts can be transferred to a single agent at once, likely a restriction placed by the artifact engine's regulation of artifact distribution.
So in other words, basically the agent is asking for these four artifacts at once, but ROC is telling it to cool its jets a bit and take maybe two a time instead. That is a limit that can't be (and probably shouldn't be) altered, since it's basically preventing what might otherwise result in some potential bandwidth problems.