Hey Bernd,
That's correct - the way CaseComplete is written, it will only use a single processor core. To the best of my knowledge, we don't have any plans to implement multi-core CPU support, but I've marked this down as a requested feature so we can evaluate getting that into the software.
We understand, though, and realize that report generation can take a while. That's why we initially added the support for command-line report generation - this way, you can kick off a report before leaving work for the day, or even schedule an unattended task to create the report for you:
https://casecomplete.zendesk.com/entries/20047761-Generate-reports-from-a-command-line
Thanks for the suggestion, Bernd! Again, we'll look into it.