There are several explanations for what you are seeing, or more than one of them combined that produces the result.
What you may be seeing with all cores running at the same Turbo frequency is a feature created by mother board manufactures called Multi Core Enhancement, or something similar to that. It keeps all the cores at the maximum Turbo multiplier. Some boards like Gigabyte have this feature enabled by default.
It could also be the BIOS setting for the CPU core ratios/multipliers, if it is anything besides an Auto or stock setting. For example, if the Core Ratio option is set to All Cores, all cores will be set to the same ratio/multiplier.
The standard way Turbo 2.0 works is the maximum Turbo frequency, determined by the core multiplier, depends on how many cores are being Turbo boosted. For example, the Xeon processor I've been using recently has these default multipliers:
1 Active Core 40
2 Active Cores 40
3 Active Cores 39
4 Active Cores 38
So normally during a CPU stress test, the maximum Turbo speed of each core is 3.8GHz, from the multiplier of 38. This is how Turbo works for Intel 2nd through 5th generation processors.
Intel's definition of an "Active" core is important, and is not what we would expect, given what I have seen using Intel's Extreme Tuning Utility.
I also see all my cores having a Maximum Core Clock in HWiNFO of 4000MHz, but that happens because each core at one time or another was Turbo boosted to 4000MHz, while the others were not being Turbo boosted. Since my processor can have two cores running with a multiplier of 40, it is more likely for me to have all of them recorded in the Maximum Core Clock field as 4000MHz.
In my UEFI/BIOS, I can choose the Per Core option for the CPU Ratio, and set the ratio/multiplier for each number of active cores. But that does not mean each core can be set to a different speed, and they can't.