Yep, they do, unfortunately. And regular expressions. this was implemented in 
continuum's IOPro, for example: 
https://github.com/ContinuumIO/TextAdapter/blob/53138c2277cdfcf32e127251313d4f77f81050aa/textadapter/core/text_adapter.c#L1575.
 In pandas, multiline/regex delimiters are implemented using an extremely slow 
Python parser

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