Well now we are getting somewhere. On that particular .exe I also get 13-14% CPU load (also pretty constant). But some questions:
1) Can you upload the gmk?
2) How did you compile it? When I launch I see that no console pops up. I don't think that has been fixed in ENIGMA for Windows, so I should still see the console. To remove the console you have to change the makefile to make it a different project (I once did that, but now cannot remember how I did it).
3) Can you try this: https://dl.dropboxusercontent.com/u/21117924/testGame.exe
It is basically the same you did. Only I used a different sprite I had lying around. When you run it you should see a console popping up along the main window. On it I get 0-1% CPU load. I somehow think you could be using some old or buggy ENIGMA. The one I used to compile here is 1 day old (on my main PC I didn't actually have a working version, so I reinstalled everything from scratch yesterday).