Is pfSense by default uses only 1 core per connection?
Per what connection?
normal TCP connection
Pls refer to this link
I expect that would be a FreeBSD limit, not pfsense. Also, when I read your question I wasn't sure if you were referring to VPNs. IIRC, OpenVPN uses only a single thread, but IPSec uses multiple threads. But again, that would be a FreeBSD issue. Pfsense is mainly a graphical interface for a firewall/router running on FreeBSD. Most of it's function is provided by the underlying FreeBSD.