Back when development for DX11 emulation was being started for Galium and Wine, the Linux developers said that DX11 is well structured and nicer to work with than OpenGL.
Now, OpenGL does support multi-threading in the drivers to help speed driver thing up, but it does NOT support multi-threading from API calls. When you instantiate the OpenGL object, it may only be only called by a single thread at a time, which is different than the driver threading some of its own work in the background, which does nothing to speed up drawing calls from the user code. Calling OpenGL and OpenCL in the same program has large switching penalties, DirectX11 has no such penalty using DirectCompute.
To put multi-threading into context, Civ5 with pre-multi-threading nVidia drivers shows about ~5 of 12 cores being used, and switching to the newly released nVidia drivers that support Multi-threading shows all 12 cores running 100% and almost a double in FPS.
Yes, threading matters.
OpenGL and OpenCL are aimed towards being backwards compatible and professional rendering, not games. There are no current plans to merge GL/CL and properly threading GL. DirectX will be the better API where multi-threaded and where GGPU matters, which is nearly every big name game in the next few years.
OpenGL will eventually catch up, but it's going to first fall being over the next year or two before playing catch up. It took MS a few years to get DX11 setup to support threading properly, I would assume it won't be just a few month project for OpenGL and they haven't even started yet.