Actually that statement isn't really true necessarily....
Multi-threaded applications use more than one thread in a processor. The more threads the processor has, the more effectively it can process the code. A CPU with more cores can more effectively handle multi-threaded code since it is a multi-core device.
Since AMD CPU's have a high core count and low price (8320 3.5 GHz stock speed 8-core CPU is generally $150, $100 at Microcenter right now), they are great for multi-threaded applications. Intel CPUs are high in cost and low in core count, but outperform AMD CPUs in core to core comparisons (i5-3570 is about $200 for a quad-core 3.4 GHZ Intel processor, $50-100 more than a 3.5 GHz octo-core from AMD, but it is more powerful in each core that it does have, making it better for single-threaded or low thread count compute tasks).
For purely gaming, right now AMD processors make a huge amount of sense. JaysTwoCents on YouTube switched from an FX-8350 8-Core CPU to an i7-3770K Intel processor and noticed almost no difference in gaming, and even said the 8350 beat out the i7 in some tasks. The i7-3770K is a $320 processor with more expensive motherboards, and the 8350 is under $200 with cheaper mobo's. Plus, the current consoles have weak AMD 8-core CPUs, so developers are going to be heavily optimizing code for CPUs with a surplus of cores, like a lot of AMD CPUs.
So in the future, AMD cpu's might actually be a better idea for gaming.