Don't know about CPU consumption, but the game is one hell of a memory hog. Takes ages to do anything once I've quit the game. It's sad that unless you're playing at full graphics on DX11, the game doesn't really look so much better than Civilisation IV, and lags horribly while at it.
I find myself switching to Strategic View somewhere in the classical age and then playing the whole game in it. The view is, IMO, the best feature of the game - gets everything done up fast, you can see all your resources and improvements, etc. They could might as well release a "lite" edition of the game with just the Strategic View and the leaderheads.