Why is writing a file using Splice slower when done asynchronously?

Question

I'm trying to make a program to write files efficiently from data received in a socket.

My approach here is to use the splice Linux syscall, so I made a quick program to do this, and then I tried making the task asynchrnous. Here's what I do:

Synchronous:

• Splice from socket into a pipe
• Splice from pipe into a file

Asynchronous:

• Thread 1: continuously splice from socket to pipe
• Thread 2: continuously splice from pipe to file.

I tried setting thread affinity, with no noticeable difference (Because both threads use system time and not CPU time maybe?)

How can this be slower, while also using 2 times more resources? Also, can the asynchronous approach be faster than the synchronous one if doing optimizations?