Need a way to run code on game-crash.

The thread would still need a process running as the process would be handling memory. And if you ran multiple concurrent threads on one process, you can run into race conditions and still fail (let alone fail anyway once the process exits). Now if you wanted to run 2 processes at once, it begs many more questions, with one being how you would communicate between both processes (especially after 1 fails and exits) given how each OS has different implementations. Shared memory has its own complications as well (especially if memory is cached).