Right, but you'd still need to synchronize that with some concurrency primitives (like a mutex or semaphore) and that has the potential for bugs. Whereas on an immutable structure can't suffer from that problem, which can make concurrent programming easier to reason about.
IIUC, Loom threads can be scheduled across multiple OS threads (much like go-routines), so there is (at least the possibility of) real concurrency going on.
That doesn’t solve the problem in parallel contexts, only for concurrent ones. But chances are you are not interested in running everything single-threaded.
Maybe through some kind of non-preemptive user-space scheduling you mean?