CRAN complains about multithreading

[helske]

Getting a note on CRAN's Debian pretest:

Examples with CPU time > 2.5 times elapsed time
          user system elapsed ratio
exchange 1.196   0.04   0.159 7.774

Nothing in that example should use parallelisation as we are not doing MCMC. And we don't use data.table (Rdatatable/data.table#5658). Setting Sys.setenv("OMP_THREAD_LIMIT" = 2) doesn't help either.