0. I am generally able to help users more effectively when they post the actual command they ran, and preferably the .log file as well. What you actually posted here is a syntax error; and because all I know is that you DIDN'T run that exact command, I am forced to guess what you actually did run, and in particular I don't know whether you ran plink 1.9 or 2.0, even though there's a "plink" at the beginning of the command line that ordinarily tells me that you ran 1.9.
1. Once you're dealing with UK Biobank-scale data, --pfile/--make-pgen will save you a substantial amount of I/O overhead relative to --bfile/--make-bed. This requires plink 2.0.
2. plink 2.0 --score can compute multiple polygenic scores in a single run. This is the main way to take advantage of multiple CPUs.