More threads makes lighting bakes go faster, assuming you have the RAM to match.
You might really want to look at the Core i7 6950X if that’s your main limitation 
Then again, if that’s your main limitation, a blade center running 16 blades of multi-core CPUs, each running a Swarm renderer agent, would accelerate that even better
(and, then, you could actually set that up on Azure or Amazon, and only rent it for the times when you really need the fast render speed)