Process creation is an expensive, complex, highly-OS-dependent mechanism that can fail in many different ways. It would bring in additional dependencies at the file I/O library level, which would be very hard to justify.
Bringing in any GPL code into a project (regardless of what executables it is linked to) leads to many complications, too. You need to keep explaining to various people why there should be no concerns, write justifications, etc. It is just not worth all the trouble.
Pigz seem to use a BSD license, which would allow linking it into any applications, so licensing may not be a concern.
We could add a zlib library interface for pigz. Maybe the author would even accept it into his repository.