First, not everything scales linearly. Within a given 'world', in the servers that handle people online, you may have one 'server' that can handle 5000 people online at once, but adding a second server may not get you to 10000; two servers together may only be able to handle 9000 people; three servers might only get 12000, four might allow for 14000, and five might support 16000.
This can be due to the overhead of managing multiple characters and multiple interactions. If you have two people in one zone, and you're updating their positions every 1 second, you have to send 2 updates every second per person (updating each person with their official location and everyone else's location), so 4 updates total. If you have 4 people (twice the number of people) you have to send 16 updates per second. If you have 8 people, you're sending 64 updates per second (each 8 person getting 8 updates). This is a really simplified example, but it shows how 2+2 can be a lot more than 4.