Since this is about "from ASP.NET to RoR" there is another small but important detail to remember: In *nix environments it's common to achieve concurrency of a service application through multi-processing rather than multi-threading. This is an architecture that goes way back and is related to the relatively cheap cost of multi-processing on *nix systems using fork and Copy-on-Write. Each process serves one request at a time in a single thread and the main process controls spawning and killing worker child processes. Multiple requests are served concurrently by different child processes.
Modern service applications, for example Apache, have multi-process, multi-threaded, and even combined modes (where the service forks several processes, each running several threads).
In cases where the application was built with portability at mind (examples again: Apache, MySQL, etc) it is customary to run it in multi-process or combined mode on *nix systems, and in multi-threaded mode on Windows servers.
However, admittedly Rails is somewhat lacking on the Windows front. It's not that you can't run it on Windows, it's just that not a lot of effort went into making sure it runs well and smoothly for production use on Windows servers. It's not a common production platform among the RoR community.
As a result, Eventhough Rails itself is thread-safe since version 2.2, there isn't yet a good multi-threaded server for it on Windows servers. And you get the best results by running it on *nix servers using multi-process/single-threaded concurrency model.