when the security message of defense + pops up and i allow the request the cpu usage of cpf.exe goes up to 100% for a time, as far i remember it was not that way as i installed the firewall, so i think its no normal behavior.
What version of CIS are you using? With 3.9 or 3.8 there was a problem with that when having a big list of rules. When on an older version of CIS please update to the latest version. Notice that it is not recommended to import the old configuration from the older version due to changes in how rules are stored.