Does a multi cpu system not improve the first come first serve (fcfs) cpu scheduling algorithm?
Sounds like something's very wrong.  My guess is that you are testing with a load that is too small.  You should be able to increase the number of processes and at some point the 4-processor system should be able to handle about 4 times as many processes.

Let's try a simple asymptotic analysis:

Suppose we have $N$ processes each of which goes through the following cycle repeatedly (forever):


Wait in the ready queue until a CPU is available.
Run on the CPU for average time $S$.
Request an I/O that takes average time $Z$.
Go back to the ready queue.


What's the minimum average response time $R_{\mathrm{min}}$, for going through this cycle once?   $S+Z$.  (That's the average time for service at the CPU plus average time for I/O, and no time waiting in the queue.)  So

$$ R \geq S+Z.  $$

Now Little's Law says that the average response time $R$ is equal to the number of processes in the system, $N$, divided by the system throughput, $X$ (in units of number of times through the entire cycle each second).

$$ R = \frac{N}{X}. $$

What's the maximum throughput this system can achieve.  That would happen in the (unrealistic) case that all the processors were busy all the time.  There are $P$ processors and each CPU burst consumes average time $S$, so the maximum throughput is $P/S$.  That is $X \leq P/S$.  So

$$ R \geq \frac{N}{X} = \frac{NS}{P}. $$

That is, when $\frac{NS}{P} \geq S+Z$ you should start to see the average response time increasing linearly as you increase the number of jobs in the system.  Below that and you won't see much difference.