Hi! Well the pop up means something is restricted - but those settings are not what is restricting it as those are correct for "use all threads" (and so, would not cause a pop up).
Clearly Corona is not getting access to all the threads, so rendering is slower than it should be, but it's not clear from this what would be causing that restriction as it is not these settings. There's no known bug afaik, lots of people using 3970X machines, so it looks like it would be specific to your system from what I can see so far.
Can you share full info on host software and version, hardware for this particular machine, thanks!