When using the pub/sub API, there is a decision to be made as to whether messages from the same connection should be processed sequentially vs concurrently.
Processing them sequentially means that you don't need to worry (quite as much) about thread-safety, and means that you preserve the order of events - they will be processed in exactly the same order in which they are received (via a queue) - but as a consequence it means that messages can delay each-other.
The other option is concurrent processing. This makes no specific guarantees about the order in which work gets processed, and your code is entirely responsible for ensuring that concurrent messages don't corrupt your internal state - but it can be significantly faster and much more scalable. This works particularly well if messages are generally unrelated.
For safety, the default is sequential; however, it is strongly recommended that you use concurrent processing whenever possible. This is a simple change:
multiplexer.PreserveAsyncOrder = false;
The reason that this is not a configuration option is that whether it is appropriate to do this depends entirely on the code that is subscribing to messages.