Sketchup is single-threaded, like most (if not all) 3d modelers out there. I assume you have 4 CPU which have hyperthreading, so 8 threads... Hence why you're seeing 12%: 100%/8 ~= 12% .

Adding new thermal zones for spaces with no thermal zones would probably be a lot faster using the ruby bindings directly.

# get all spaces
spaces = model.getSpaces

# loop through spaces
spaces.each do |space|
  next if !space.thermalZone.empty?
  z = OpenStudio::Model::ThermalZone.new(model)
  # Rename like space + " Zn"
  z.setName("#{space.name.to_s} Zn")
  space.setThermalZone(z)
end