GPU is not related to multicore DSP as such. Sounds like the multicore DSP feature wasn’t enabled. That auto-configuration option (grayed box) is fairly recent. Maybe it didn’t exist at that time and multicore DSP should have been checked instead.
I just tested latest HQPlayer on 1700X and closed-form works fine to DSD256, and with closed-form-fast to DSD512. With help of GeForce GTX1060 it can do closed-form to DSD512 without trouble.