Well..
Most applications are old, they were developed for computers with single CPU cores. That could be translated, more or less, to CPU 0 in modern computers. Old applications rely on CPU 0 a lot more than they do on the other cores. That's why, for example, you could experience major slowdowns on a 2ghz quad-core CPU compared to a 3ghz single core processor when running older applications. These old programs simply can't utilize the remaining cores that well, unless you tell them specifically to use one core only. If you use a core other than CPU 0, there's a good chance you are using a core that is running idle most of the time. That's why, for example, I set another core to run my music player while playing games, so the application strains CPU 0, the main core, less.
Of course, there's no such thing as a main core, that's only because of the x86 applications' limitations.