The same can be said of forking of course, you could say that DBD::mysql isn't fork-safe and you'd be kind of right. But there's definitely fewer problems with forking and XS code.
Also, the performance of threads, particularly for smallish tasks, is really quite bad. I know you're going to ask me to quantify that statement but I really don't have the time. I've seen it benchmarked plenty of times before though, so you can probably find a fork versus threads benchmark around.