If I understand excerpt from Anandtech review:
Many emulators are often bound by single thread CPU performance, and general reports tended to suggest that Haswell provided a significant boost to emulator performance. This benchmark runs a Wii program that raytraces a complex 3D scene inside the Dolphin Wii emulator. Performance on this benchmark is a good proxy of the speed of Dolphin CPU emulation, which is an intensive single core task using most aspects of a CPU.
Dolphin IS single threaded benchmark.
Otherwise it would be ridiculous that quad core Haswell is only few minutes faster than dual core Sandy Bridge(Pentium G3258) chip.
Exactly. Emulators usually are strictly single-threaded applications.
When/IF they use more core/threads is because the main thread (the one which emulates the CPU) offloads some o.s.-interface tasks to another thread (usually the "GUI" one), like displaying the elaborated framebuffer, updating the audio buffer, getting the keyboard/mouse events, reading/writing disk data.
But such tasks are very light. It's the CPU emulation one which strongly dominates.
Dolphin is a clear example. Another one is (Win|FS)UAE (the most famous Amiga emulator). And of course there's the evergreen MAME (arcade emulator), which strictly uses a single core/thread even when emulating games which have multiple processors, "slicing" emulation cycles for each one of them.
A (very rare) example of MT emulator is PCSX2 (the most famous and used PS2 emulator), which TRIES to offload operations for the second vector unit to another core/thread. I said "tries" because, of course, it works only if a PS2 game uses it (which is not common, since many games use just one vector unit, because it was way complicated, at the time, to write code to make use of both. And the PS2 architecture is very well known to be complicated), but due to this approach there might be synchronization issues (and that's the reason why MAME gives some small emulation cycles to each "processor": to try to eliminate such synchronization issues).
Here you can find some PCSX2 benchmarks, reporting a list of tested CPUs.