You're absolutely right - raytracing is CPU-bound. However, one can still parallelize per-pixel rendering computations on separate cores. Here's an example of a path-tracer written in Go, spawning a new go-routine for this very use-case https://github.com/fogleman/pt/blob/master/pt/renderer.go#L6...
If you just want to start num-CPUs threads like that code does, there is no advantage of green threads over regular ones, std::thread in C++. If you want to start a thread per pixel or something, green threads could work, but it's probably more efficient to keep track of state manually.