This is not expected. It may depend on the number of samples you are using in MRQ. Because the denoiser is currently CPU based (OpenImageDenoise) there can be a drop in GPU usage if you have too many temporal samples because the denoiser runs once per temporal sample.
The upcoming release will have a mode to let you denoise only once per frame instead of once per temporal sample in MRQ which should help alleviate this (as well as proving higher quality motion blur).