I know non-blocking receive is not used as much in message passing, but still some intuition tells me, it is needed. Take for example GUI event driven applications, you need some way to wait for a message in a non-blocking way, so your program can execute some computations. One of the ways to solve this is to have a special thread with message queue. Is there some use case, where you would really need non-blocking receive even if you have threads?
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Threads work differently than non-blocking asynchronous operations, although you can usually achieve the same effect by having threads that does synchronous operations. However, in the end, it boils down on how to handle doing things more efficiently.
Threads are limited resources, and should be used to process long running, active operations. If you have something that is not really active doing things, but need to wait idly for some time for the result (think some I/O operation over the network like calling web services or database servers), then it is better to use the provided asynchronous alternative for it instead of wasting threads unnecessarily by putting the synchronous call on another thread.
You can have a good read on this issue here for more understanding.