For that one needs to add new IntegrandAttribute (or several) that contains parallelization rules like the maximum number of threads. Then one needs to process this attribute inside the actual integration cycle.
It is possible that one will need to implement platform-specific paralleling options. kmath-functions does not import coroutines. And coroutines are wrong way to do synchronous parallel operations. It is also possible to add a separate type of integrator for parallel processing.