This is an interesting question. In general, the best way to know the difference between two python implementations is to inspect the code yourself:
import inspect, random
str_gauss = inspect.getsource(random.gauss)
str_nv=inspect.getsource(random.normalvariate)
and then you print each of the strings to see how the sources differ. A quick look at the codes show that not only they behave differently multithread-wise, but also that the algorithms are not the same; for example, normalvariate uses something called the Kinderman and Monahan method, as per the following comments in str_nv:
# Uses Kinderman and Monahan method. Reference: Kinderman,
# A.J. and Monahan, J.F., "Computer generation of random
# variables using the ratio of uniform deviates", ACM Trans
# Math Software, 3, (1977), pp257-260.