If the APIs that you're interacting with are side-effect free then it's easy. If they are full of side effects, then they aren't written with multithreading in mind and you wouldn't be able to even compile it in Rust. C++ just takes off the training wheels.
It's a bit more complicated than that, because code can be thread-safe but not side-effect-free, but basically you're just restating what I said. C++ makes it hard to be sure code is really safe to use across threads, which means in practice developers should be more reluctant to do so.
