I think you are talking about CPU on the server receiving updates and not the WSUS servers sending the updates. I see the exact same thing. I would suggest you have WSUS send updates to you servers. I setup a LAB , I have a main WSUS and two Satellite systems. One satellite does not download updates, the other does. I then do test up update downloads from both. For the same exact Client I get two very different behaviors.
On the client that downloads updates from WSUS server we get almost no CPU utilization for a 2GB download.
On the client that points to the WSUS that does not download updates , we also have to make sure the "Alternate Download Server" is blank or not set. We then see the Client download updates from the internet and it KILLS the boxes. a 2 CPU box will use 100% CPU for almost the entire duration of the download. I see network services and TIWorker using CPU. I assume this is because of the way internet downloads of Windows Updates work.
That is why I say go with WSUS downloads if possible.