Currently claws mail goes sequentially through each and every RSS feed when "My Feeds" is refreshed recursively. This can take a long time with many feeds (as in my case). A more efficient use of the available connection capacity would be to be able to download in parallel (perhaps with a preference for the maximum number of parallel connections).
Incidentally, last week I was toying with exactly this, and came to a conclusion that while doable (the patch worked nicely, feeds were being fetched in parallel, each in its own thread), it would need a lot of work to implement (and use!) locks around all the data structures in Claws Mail. Thread-safety is difficult to do, especially in a large, old program which hasn't been designed with multi-threading in mind.
Even by reading your reply I feel you know how to do it right :)