It’s inevitable for any parallel processing. e.g. here you’re most likely hitting an issue with IO, rather than CPU, since now your disc needs to read/write 3 times more - if it’s SSD/NVMe it won’t be that bad, but if it’s normal HD, the disc head will have to madly spin back-n-forth to support the concurrent needs.
And of course your CPU will be 3 times as concurrently busy as when handling only one process (if we ignore other processes)
In such scenarios you ideally want to do all the pre-processing separately before you do the training, so at training time you only need to read data.
Otherwise you need a fast SSD/NVMe to solve the IO bottleneck, and many CPU cores to solve the CPU bottleneck.