It all depends what that processing involes. If the processing is in effect an no-op, then yes you are right.
I can garantee you that a MSDOS machine can do 1000 no-ops faster than the same machine running Windows XP with 10 dos windows each doing 100 no-op iterations.
Why??? Less context switching and overhead.
Now if processing each message takes time due to blocking calls like db access. Then it will be faster.
Just simulate it with a sleep 500 in your processing.