HTSeq-count (I guess that is what you are referring to) doesn`t support it as of now for a single file, see the issue for the discussion and alternatives: https://github.com/htseq/htseq/issues/7#issuecomment-638075405

To be precise (citing the developer)

That's it. The -n can process up to n BAM files in parallel to speed up, but cannot use multiple cores on the same file.

Other HTSeq commands are muti-threaded and support the -n option though.

You could use featureCounts instead if you really need multi-threading support. Or run HTSeq count through parallel on multiple files, but this will not scale favorably complexity-wise (duplicated coordinate parsing, duplicated tree structures, increased simultaneous file IO), so this is not recommended.