For some time after its release Skyrim was criticised for it's high CPU load.
It's one of the problems with the way Bethesda makes open-world games, which is to have active AI routines for all loaded creatures and NPCs (in the loaded area around the player and a few others), active physics for many objects in the area around the player, and to have much of the game's quests controlled by scripts.
It also puts a load on the CPU because areas are filled with huge numbers of scenery objects. For example, if an area designer wants to have a fancy, elaborately carved stone doorway, but it'll only appear once in the game, then they may take a collection of masonry pieces and fit them together around the door itself. Lots of overlapping bits of scenery do put a load on the CPU, especially when calculating lighting. Piles of rock (even mountains) will be made the same way, and many buildings are made from a collection of large parts.
This in in contrast with a lot of other games where NPCs will have absolutely minimal AI unless the player actually interacts with them, buildings and scenery will be consolidated into a very few very large meshes, and hardly any objects will have physics enabled (you can look at the apples fallen off the overturned cart, but can't interact).
The advantage for Bethesda is they can start building areas early from a collection of parts, carry on building them after it's too late in production for new art assets to be made, patch over mistakes in scenery without having to re-do the models, produce large numbers of NPCs and creatures with different behaviour using the same complex AI routines with different parameters... Basically it lets them create a vast amount of content with little repetition using a very small team. [edit] Bethesda Softworks is just under half the size of CD Projekt RED [/edit]
But it does require a hefty processor, because there's less fundamental optimisation of the basic mechanics.